+48.6%
AMZN vs ADP
+47.3%
+1.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +7.9% | +3.2% | +4.6% | +6.2% |
| 30D | -0.2% | +14.9% | -15.1% | -7.6% |
| 3M | -4.8% | +11.6% | -16.4% | -10.6% |
| 6M | -5.7% | +48.5% | -54.2% | -25.5% |
| YTD | +12.3% | +20.6% | -8.2% | +0.8% |
| 1Y | +6.7% | +23.7% | -17.0% | -6.1% |
| 3Y | +85.6% | +47.8% | +37.8% | +38.6% |
| All | +48.6% | +47.3% | +1.3% | +4.1% |
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