+149.9%
IBM vs ADP
+327.9%
-178.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.5% | +1.1% | -3.6% | -3.1% |
| 30D | +8.4% | +11.5% | -3.2% | +2.0% |
| 3M | +4.5% | +12.0% | -7.6% | -2.0% |
| 6M | +7.9% | +43.8% | -35.9% | -11.1% |
| YTD | -15.2% | +20.1% | -35.3% | -23.4% |
| 1Y | -17.6% | +22.3% | -39.9% | -26.3% |
| 3Y | +82.1% | +43.3% | +38.8% | +49.5% |
| 5Y | +143.3% | +47.3% | +96.0% | +91.4% |
| 10Y | +149.9% | +313.7% | -163.8% | +23.1% |
| All | +149.9% | +327.9% | -178.0% | +23.1% |
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