+128.8%
GOOG vs ADP
+43.9%
+84.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -1.6% | -5.7% | +4.1% | +1.0% |
| 30D | -7.7% | -3.1% | -4.6% | -6.4% |
| 3M | -9.3% | +15.6% | -24.9% | -15.6% |
| 6M | +7.4% | +20.8% | -13.4% | -2.8% |
| YTD | +4.9% | +4.7% | +0.1% | +2.5% |
| 1Y | +37.2% | -8.3% | +45.5% | +44.5% |
| 3Y | +141.6% | +13.6% | +128.1% | +114.9% |
| 5Y | +128.8% | +45.0% | +83.7% | +62.1% |
| All | +128.8% | +43.9% | +84.9% | +62.1% |
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