+700.7%
GOOGL vs ADP
+319.4%
+381.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +5.7% | +0.3% | +5.5% | +5.6% |
| 30D | -15.6% | +11.6% | -27.2% | -20.4% |
| 3M | -13.0% | +15.1% | -28.1% | -19.4% |
| 6M | -22.8% | +46.0% | -68.8% | -37.4% |
| YTD | -4.4% | +22.4% | -26.8% | -15.5% |
| 1Y | +4.5% | +24.5% | -20.0% | -8.7% |
| 3Y | +127.4% | +44.8% | +82.6% | +76.8% |
| 5Y | +102.8% | +49.1% | +53.7% | +55.0% |
| All | +700.7% | +319.4% | +381.3% | +260.7% |
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