+8.9%
GE vs ADP
+24.1%
-15.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +1.0% |
| 7D | +5.4% | +3.2% | +2.2% | +6.1% |
| 30D | +9.6% | +12.8% | -3.1% | +12.7% |
| 3M | -7.7% | +12.3% | -20.0% | -5.1% |
| 6M | +14.0% | +45.4% | -31.4% | +24.5% |
| YTD | +10.2% | +21.4% | -11.2% | +16.3% |
| 1Y | +8.9% | +23.7% | -14.8% | +15.3% |
| All | +8.9% | +24.1% | -15.2% | +15.3% |
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