+44.5%
GOOG vs ADP
-4.5%
+49.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.2% |
| 7D | -2.2% | -3.4% | +1.2% | -2.3% |
| 30D | -6.9% | +2.8% | -9.7% | -6.8% |
| 3M | -9.1% | +20.9% | -30.1% | -7.8% |
| 6M | +10.6% | +29.9% | -19.2% | +13.3% |
| YTD | +7.0% | +9.6% | -2.6% | +7.6% |
| 1Y | +44.5% | -5.3% | +49.8% | +39.2% |
| All | +44.5% | -4.5% | +49.1% | +39.2% |
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