+11,715.7%
GOOG vs ADP
+1,553.1%
+10,162.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.3% |
| 7D | +3.0% | +2.2% | +0.9% | +1.7% |
| 30D | -14.9% | +10.6% | -25.4% | -20.1% |
| 3M | -14.9% | +12.9% | -27.8% | -21.3% |
| 6M | -26.6% | +50.6% | -77.2% | -43.4% |
| YTD | -6.6% | +23.2% | -29.8% | -19.8% |
| 1Y | +5.1% | +25.3% | -20.2% | -10.9% |
| 3Y | +121.0% | +47.1% | +73.8% | +64.5% |
| 5Y | +97.3% | +50.1% | +47.3% | +44.8% |
| 10Y | +683.2% | +323.6% | +359.6% | +174.9% |
| All | +11,715.7% | +1,553.1% | +10,162.7% | +1,550.3% |
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 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