+137.7%
GOOGL vs ADP
+47.6%
+90.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.5% |
| 7D | +1.1% | -5.5% | +6.5% | +3.6% |
| 30D | -4.4% | -1.2% | -3.2% | -4.0% |
| 3M | -6.8% | +17.9% | -24.7% | -14.1% |
| 6M | +13.6% | +20.3% | -6.8% | +3.1% |
| YTD | +8.3% | +5.8% | +2.5% | +5.4% |
| 1Y | +44.9% | -7.7% | +52.7% | +52.3% |
| 3Y | +150.5% | +14.7% | +135.7% | +121.6% |
| 5Y | +137.7% | +45.8% | +91.9% | +68.9% |
| All | +137.7% | +47.6% | +90.2% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling