+692.8%
GOOGL vs ADP
+322.2%
+370.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.3% |
| 7D | +3.9% | +2.2% | +1.7% | +2.8% |
| 30D | -14.9% | +10.6% | -25.5% | -19.4% |
| 3M | -14.6% | +12.9% | -27.5% | -20.1% |
| 6M | -26.4% | +50.6% | -77.1% | -41.3% |
| YTD | -5.3% | +23.2% | -28.5% | -16.6% |
| 1Y | +6.5% | +25.3% | -18.8% | -7.2% |
| 3Y | +126.0% | +47.1% | +78.9% | +74.2% |
| 5Y | +100.8% | +50.1% | +50.8% | +53.0% |
| All | +692.8% | +322.2% | +370.7% | +256.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling