+96,674.4%
AMAT vs ADP
+12,367.0%
+84,307.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.2% | -14.8% | -14.3% |
| 7D | -24.3% | +7.4% | -31.6% | -28.0% |
| 30D | -39.8% | +17.1% | -56.9% | -46.4% |
| 3M | -40.2% | +14.4% | -54.6% | -46.5% |
| 6M | -22.1% | +47.9% | -70.0% | -43.9% |
| YTD | +24.7% | +22.1% | +2.6% | +0.3% |
| 1Y | +33.3% | +21.8% | +11.5% | +7.2% |
| 3Y | +133.9% | +50.5% | +83.4% | +59.0% |
| 5Y | +117.1% | +49.6% | +67.5% | +48.1% |
| 10Y | +1,158.7% | +329.3% | +829.4% | +318.0% |
| All | +96,674.4% | +12,367.0% | +84,307.4% | +3,301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling