+142.7%
AMAT vs ADP
+48.5%
+94.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.5% | +3.8% |
| 7D | -14.7% | +3.2% | -17.9% | -13.6% |
| 30D | -36.1% | +14.9% | -51.0% | -32.9% |
| 3M | -36.9% | +11.6% | -48.5% | -34.1% |
| 6M | -22.2% | +48.5% | -70.7% | -17.8% |
| YTD | +29.9% | +20.6% | +9.4% | +47.0% |
| 1Y | +43.3% | +23.7% | +19.6% | +60.0% |
| 3Y | +142.7% | +47.8% | +94.9% | +131.5% |
| All | +142.7% | +48.5% | +94.1% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling