+264,716.1%
AMZN vs ADP
+2,726.5%
+261,989.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +7.9% | +3.2% | +4.6% | +5.8% |
| 30D | -0.2% | +14.9% | -15.1% | -9.0% |
| 3M | -4.8% | +11.6% | -16.4% | -11.9% |
| 6M | -5.7% | +48.5% | -54.2% | -28.1% |
| YTD | +12.3% | +20.6% | -8.2% | -3.2% |
| 1Y | +6.7% | +23.7% | -17.0% | -9.7% |
| 3Y | +85.6% | +47.8% | +37.8% | +37.5% |
| 5Y | +47.4% | +47.7% | -0.3% | +9.1% |
| 10Y | +586.8% | +324.0% | +262.9% | +128.5% |
| All | +264,716.1% | +2,726.5% | +261,989.6% | +17,011.6% |
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 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