+119.5%
GOOG vs ADP
+44.7%
+74.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +1.2% | +0.9% | +0.2% | +1.1% |
| 30D | -16.7% | +11.9% | -28.6% | -17.6% |
| 3M | -15.2% | +13.7% | -28.9% | -16.3% |
| 6M | -24.8% | +46.8% | -71.5% | -27.4% |
| YTD | -7.2% | +21.8% | -29.0% | -7.5% |
| 1Y | -0.1% | +23.5% | -23.7% | -0.9% |
| All | +119.5% | +44.7% | +74.8% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling