+150.1%
IBM vs ADP
+49.5%
+100.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.7% |
| 7D | +1.6% | +2.2% | -0.6% | +0.5% |
| 30D | +9.2% | +10.6% | -1.4% | +3.7% |
| 3M | +4.9% | +12.9% | -8.0% | -1.5% |
| 6M | +16.8% | +50.6% | -33.9% | -4.2% |
| YTD | -14.3% | +23.2% | -37.5% | -23.4% |
| 1Y | -16.7% | +25.3% | -42.0% | -26.1% |
| 3Y | +82.2% | +47.1% | +35.1% | +53.7% |
| All | +150.1% | +49.5% | +100.6% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling