+146.8%
GOOG vs ADP
+13.9%
+132.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.6% |
| 7D | +1.1% | -5.5% | +6.6% | +2.0% |
| 30D | -5.1% | -1.2% | -3.8% | -4.9% |
| 3M | -7.1% | +17.9% | -24.9% | -9.6% |
| 6M | +12.7% | +20.3% | -7.7% | +9.4% |
| YTD | +7.1% | +5.8% | +1.3% | +7.8% |
| 1Y | +43.6% | -7.7% | +51.3% | +50.8% |
| 3Y | +146.8% | +14.7% | +132.0% | +150.4% |
| All | +146.8% | +13.9% | +132.9% | +150.4% |
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