+11,349.2%
GOOGL vs ADP
+1,518.0%
+9,831.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.5% |
| 7D | +1.8% | +3.2% | -1.5% | -0.1% |
| 30D | -18.8% | +14.9% | -33.7% | -25.5% |
| 3M | -20.3% | +11.6% | -32.0% | -25.9% |
| 6M | -28.4% | +48.5% | -76.8% | -44.4% |
| YTD | -8.8% | +20.6% | -29.4% | -20.8% |
| 1Y | +0.3% | +23.7% | -23.4% | -14.4% |
| 3Y | +120.7% | +47.8% | +72.9% | +63.5% |
| 5Y | +93.1% | +47.7% | +45.4% | +42.9% |
| 10Y | +636.1% | +324.0% | +312.2% | +157.9% |
| All | +11,349.2% | +1,518.0% | +9,831.2% | +1,520.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling