+740.7%
GOOGL vs ADP
+282.5%
+458.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -2.8% | -5.7% | +2.9% | +0.1% |
| 30D | -3.2% | -1.4% | -1.8% | -2.6% |
| 3M | -6.6% | +16.6% | -23.2% | -14.2% |
| 6M | +8.5% | +24.9% | -16.5% | -4.9% |
| YTD | +6.5% | +5.6% | +0.9% | +1.9% |
| 1Y | +39.4% | -6.0% | +45.5% | +41.7% |
| 3Y | +146.2% | +14.5% | +131.7% | +118.9% |
| 5Y | +138.3% | +47.9% | +90.5% | +83.0% |
| All | +740.7% | +282.5% | +458.2% | +331.3% |
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 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