+564.1%
AMZN vs ADP
+270.4%
+293.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | -1.0% | -5.7% | +4.7% | +1.7% |
| 30D | -9.2% | -3.1% | -6.1% | -8.0% |
| 3M | +3.4% | +15.6% | -12.2% | -4.1% |
| 6M | +18.2% | +20.8% | -2.6% | +6.4% |
| YTD | +9.3% | +4.7% | +4.6% | +5.6% |
| 1Y | +5.9% | -8.3% | +14.2% | +9.1% |
| 3Y | +82.6% | +13.6% | +69.0% | +67.0% |
| 5Y | +44.9% | +45.0% | -0.1% | +18.5% |
| 10Y | +564.1% | +279.0% | +285.1% | +275.6% |
| All | +564.1% | +270.4% | +293.7% | +275.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling