+143.6%
IBM vs ADP
+319.4%
-175.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -1.7% | +0.9% | -2.7% | -2.2% |
| 30D | +10.1% | +11.9% | -1.8% | +3.4% |
| 3M | +4.8% | +13.7% | -8.9% | -2.5% |
| 6M | +12.6% | +46.8% | -34.2% | -8.2% |
| YTD | -13.9% | +21.8% | -35.7% | -22.8% |
| 1Y | -18.7% | +23.5% | -42.2% | -27.7% |
| 3Y | +81.9% | +44.1% | +37.8% | +48.9% |
| 5Y | +148.3% | +49.9% | +98.4% | +93.6% |
| 10Y | +143.6% | +318.8% | -175.1% | +19.0% |
| All | +143.6% | +319.4% | -175.8% | +19.0% |
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