+80.4%
IBM vs ADP
+48.5%
+31.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.1% |
| 7D | -5.0% | +3.2% | -8.2% | -6.9% |
| 30D | +11.1% | +14.9% | -3.8% | +1.4% |
| 3M | +5.7% | +11.6% | -5.9% | -1.9% |
| 6M | +10.1% | +48.5% | -38.3% | -14.1% |
| YTD | -15.6% | +20.6% | -36.2% | -26.2% |
| 1Y | -19.5% | +23.7% | -43.2% | -30.6% |
| 3Y | +80.4% | +47.8% | +32.6% | +53.7% |
| All | +80.4% | +48.5% | +31.9% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling