+13,507.3%
GOOGL vs ADP
+1,371.3%
+12,136.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +0.1% |
| 7D | -2.3% | -3.4% | +1.1% | -0.3% |
| 30D | -6.6% | +2.8% | -9.3% | -8.1% |
| 3M | -8.9% | +20.9% | -29.9% | -19.3% |
| 6M | +11.9% | +29.9% | -18.0% | -6.3% |
| YTD | +8.3% | +9.6% | -1.3% | +0.2% |
| 1Y | +46.2% | -5.3% | +51.5% | +47.0% |
| 3Y | +151.9% | +16.5% | +135.4% | +117.8% |
| 5Y | +137.7% | +49.4% | +88.3% | +75.0% |
| 10Y | +757.6% | +282.2% | +475.4% | +221.1% |
| All | +13,507.3% | +1,371.3% | +12,136.0% | +1,949.3% |
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 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