+96.1%
GOOG vs ADP
+49.2%
+46.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.2% | +0.9% | +0.2% | +0.7% |
| 30D | -16.7% | +11.9% | -28.6% | -20.9% |
| 3M | -15.2% | +13.7% | -28.9% | -20.2% |
| 6M | -24.8% | +46.8% | -71.5% | -37.6% |
| YTD | -7.2% | +21.8% | -29.0% | -15.3% |
| 1Y | -0.1% | +23.5% | -23.7% | -9.8% |
| 3Y | +118.8% | +44.1% | +74.8% | +69.6% |
| All | +96.1% | +49.2% | +46.9% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling