+643.6%
GOOGL vs ADP
+315.9%
+327.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +2.6% | +3.2% | -0.6% | +1.0% |
| 30D | -18.3% | +12.8% | -31.0% | -23.4% |
| 3M | -19.6% | +12.3% | -31.9% | -24.6% |
| 6M | -28.2% | +45.4% | -73.6% | -41.6% |
| YTD | -8.0% | +21.4% | -29.4% | -18.3% |
| 1Y | -0.7% | +23.7% | -24.4% | -12.9% |
| 3Y | +118.8% | +43.6% | +75.2% | +70.8% |
| 5Y | +98.9% | +48.7% | +50.1% | +52.2% |
| 10Y | +643.6% | +316.1% | +327.5% | +238.1% |
| All | +643.6% | +315.9% | +327.7% | +238.1% |
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