+4,753.5%
AZN vs ADP
+5,231.8%
-478.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.6% |
| 7D | 0.0% | -3.4% | +3.4% | +1.0% |
| 30D | +0.7% | +2.8% | -2.0% | -0.1% |
| 3M | -10.5% | +20.9% | -31.4% | -15.6% |
| 6M | -19.3% | +29.9% | -49.1% | -25.9% |
| YTD | -10.6% | +9.6% | -20.2% | -13.9% |
| 1Y | +0.5% | -5.3% | +5.8% | +1.0% |
| 3Y | +25.9% | +16.5% | +9.4% | +18.0% |
| 5Y | +52.4% | +49.4% | +3.0% | +31.0% |
| 10Y | +220.8% | +282.2% | -61.4% | +100.1% |
| All | +4,753.5% | +5,231.8% | -478.3% | +1,637.8% |
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