+263,909.3%
AMZN vs ADP
+2,470.3%
+261,439.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +1.2% |
| 7D | -3.0% | -3.4% | +0.5% | -0.8% |
| 30D | -5.2% | +2.8% | -8.0% | -6.9% |
| 3M | +1.9% | +20.9% | -19.1% | -10.4% |
| 6M | +19.2% | +29.9% | -10.6% | -1.2% |
| YTD | +12.0% | +9.6% | +2.4% | +3.2% |
| 1Y | +9.7% | -5.3% | +15.0% | +10.4% |
| 3Y | +87.2% | +16.5% | +70.7% | +62.2% |
| 5Y | +48.7% | +49.4% | -0.7% | +9.9% |
| 10Y | +569.3% | +282.2% | +287.1% | +139.1% |
| All | +263,909.3% | +2,470.3% | +261,439.0% | +18,143.8% |
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