+710.1%
GOOG vs ADP
+319.4%
+390.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +4.8% | +0.3% | +4.6% | +4.7% |
| 30D | -15.5% | +11.6% | -27.1% | -20.3% |
| 3M | -13.7% | +15.1% | -28.7% | -20.0% |
| 6M | -23.0% | +46.0% | -69.0% | -37.4% |
| YTD | -5.7% | +22.4% | -28.1% | -16.6% |
| 1Y | +3.0% | +24.5% | -21.5% | -9.9% |
| 3Y | +122.4% | +44.8% | +77.6% | +73.3% |
| 5Y | +99.2% | +49.1% | +50.2% | +52.7% |
| All | +710.1% | +319.4% | +390.7% | +271.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling