+141.6%
IBM vs ADP
+315.9%
-174.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.5% | +3.2% | -4.7% | -3.2% |
| 30D | +8.4% | +12.8% | -4.4% | +1.4% |
| 3M | +4.2% | +12.3% | -8.1% | -2.4% |
| 6M | +7.9% | +45.4% | -37.5% | -11.6% |
| YTD | -15.2% | +21.4% | -36.6% | -23.8% |
| 1Y | -18.7% | +23.7% | -42.4% | -27.7% |
| 3Y | +79.2% | +43.6% | +35.6% | +46.9% |
| 5Y | +144.7% | +48.7% | +96.0% | +91.6% |
| 10Y | +141.6% | +316.1% | -174.5% | +19.6% |
| All | +141.6% | +315.9% | -174.3% | +19.6% |
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