-18.7%
IBM vs ADP
+23.8%
-42.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -1.7% | +0.9% | -2.7% | -2.4% |
| 30D | +10.1% | +11.9% | -1.8% | +1.0% |
| 3M | +4.8% | +13.7% | -8.9% | -5.3% |
| 6M | +12.6% | +46.8% | -34.2% | -15.9% |
| YTD | -13.9% | +21.8% | -35.7% | -26.5% |
| 1Y | -18.7% | +23.5% | -42.2% | -30.7% |
| All | -18.7% | +23.8% | -42.5% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling