+21.9%
GE vs ADP
-7.1%
+29.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -1.5% |
| 7D | +1.2% | -5.5% | +6.6% | -0.2% |
| 30D | -9.5% | -1.2% | -8.3% | -9.7% |
| 3M | +4.1% | +17.9% | -13.7% | +8.1% |
| 6M | +3.9% | +20.3% | -16.4% | +9.7% |
| YTD | +9.0% | +5.8% | +3.2% | +11.8% |
| 1Y | +21.9% | -7.7% | +29.7% | +20.5% |
| All | +21.9% | -7.1% | +29.1% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling