+6.1%
GOOG vs ADP
+25.3%
-19.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +4.8% | +0.3% | +4.6% | +4.8% |
| 30D | -15.5% | +11.6% | -27.1% | -15.5% |
| 3M | -13.7% | +15.1% | -28.7% | -13.7% |
| 6M | -23.0% | +46.0% | -69.0% | -21.9% |
| YTD | -5.7% | +22.4% | -28.1% | -3.2% |
| All | +6.1% | +25.3% | -19.2% | +8.6% |
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