+2,883.5%
GE vs ADP
+11,097.1%
-8,213.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.2% |
| 7D | -1.6% | -3.4% | +1.8% | +0.2% |
| 30D | -11.6% | +2.8% | -14.4% | -13.1% |
| 3M | +3.0% | +20.9% | -17.9% | -7.8% |
| 6M | -0.5% | +29.9% | -30.4% | -15.5% |
| YTD | +9.7% | +9.6% | +0.1% | +1.5% |
| 1Y | +20.0% | -5.3% | +25.3% | +19.4% |
| 3Y | +275.8% | +16.5% | +259.4% | +232.0% |
| 5Y | +429.1% | +49.4% | +379.7% | +303.0% |
| 10Y | +151.2% | +282.2% | -131.0% | +15.8% |
| All | +2,883.5% | +11,097.1% | -8,213.6% | +201.7% |
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