+13,444.1%
GOOG vs ADP
+1,371.3%
+12,072.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | +0.2% |
| 7D | -2.1% | -3.4% | +1.3% | -0.1% |
| 30D | -6.8% | +2.8% | -9.6% | -8.4% |
| 3M | -9.1% | +20.9% | -30.0% | -19.4% |
| 6M | +10.7% | +29.9% | -19.2% | -7.3% |
| YTD | +7.1% | +9.6% | -2.6% | -1.0% |
| 1Y | +44.6% | -5.3% | +49.9% | +45.4% |
| 3Y | +147.4% | +16.5% | +131.0% | +114.1% |
| 5Y | +133.8% | +49.4% | +84.4% | +72.2% |
| 10Y | +777.5% | +282.2% | +495.3% | +228.3% |
| All | +13,444.1% | +1,371.3% | +12,072.8% | +1,938.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling