+641.7%
AMZN vs ADP
+322.2%
+319.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.6% |
| 7D | +2.8% | +2.2% | +0.7% | +1.8% |
| 30D | +5.0% | +10.6% | -5.6% | -0.1% |
| 3M | +0.6% | +12.9% | -12.3% | -5.5% |
| 6M | -1.3% | +50.6% | -51.9% | -19.9% |
| YTD | +15.5% | +23.2% | -7.7% | +2.9% |
| 1Y | +12.2% | +25.3% | -13.0% | -1.0% |
| 3Y | +87.0% | +47.1% | +39.9% | +50.1% |
| 5Y | +51.3% | +50.1% | +1.2% | +20.4% |
| All | +641.7% | +322.2% | +319.5% | +264.4% |
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