+117.1%
AMAT vs ADP
+49.8%
+67.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.2% | -14.8% | -13.8% |
| 7D | -24.3% | +7.4% | -31.6% | -25.6% |
| 30D | -39.8% | +17.1% | -56.9% | -42.4% |
| 3M | -40.2% | +14.4% | -54.6% | -42.7% |
| 6M | -22.1% | +47.9% | -70.0% | -35.1% |
| YTD | +24.7% | +22.1% | +2.6% | +16.1% |
| 1Y | +33.3% | +21.8% | +11.5% | +24.1% |
| 3Y | +133.9% | +50.5% | +83.4% | +77.3% |
| 5Y | +117.1% | +49.6% | +67.5% | +61.2% |
| All | +117.1% | +49.8% | +67.3% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling