+247.2%
AMAT vs ADP
+49.8%
+197.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.9% |
| 7D | -1.5% | -3.4% | +1.9% | -0.5% |
| 30D | -14.8% | +2.8% | -17.6% | -15.7% |
| 3M | -9.3% | +20.9% | -30.2% | -17.4% |
| 6M | +27.4% | +29.9% | -2.5% | +9.9% |
| YTD | +77.6% | +9.6% | +67.9% | +70.6% |
| 1Y | +188.9% | -5.3% | +194.2% | +205.7% |
| 3Y | +202.3% | +16.5% | +185.8% | +168.0% |
| All | +247.2% | +49.8% | +197.4% | +144.5% |
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 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