+85.9%
AMZN vs ADP
+13.9%
+72.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.4% |
| 7D | +0.8% | -5.5% | +6.3% | +2.4% |
| 30D | -6.4% | -1.2% | -5.1% | -6.1% |
| 3M | +4.8% | +17.9% | -13.1% | -0.4% |
| 6M | +20.5% | +20.3% | +0.2% | +14.1% |
| YTD | +11.3% | +5.8% | +5.5% | +11.1% |
| 1Y | +9.0% | -7.7% | +16.7% | +15.0% |
| 3Y | +85.9% | +14.7% | +71.2% | +93.7% |
| All | +85.9% | +13.9% | +72.0% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling