+70.0%
AZN vs ADP
+49.5%
+20.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | -1.1% | +2.2% | -3.2% | -1.6% |
| 30D | +13.8% | +10.6% | +3.3% | +11.1% |
| 3M | +17.3% | +12.9% | +4.4% | +13.9% |
| 6M | -1.7% | +50.6% | -52.4% | -11.1% |
| YTD | +1.4% | +23.2% | -21.8% | -3.0% |
| 1Y | +5.2% | +25.3% | -20.1% | 0.0% |
| 3Y | +52.6% | +47.1% | +5.5% | +37.5% |
| All | +70.0% | +49.5% | +20.5% | +47.1% |
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