+37.3%
ANET vs ADP
-4.5%
+41.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +0.6% |
| 7D | -0.8% | -3.4% | +2.6% | -1.9% |
| 30D | -1.8% | +2.8% | -4.6% | -0.8% |
| 3M | +16.7% | +20.9% | -4.2% | +22.7% |
| 6M | +43.7% | +29.9% | +13.8% | +50.1% |
| YTD | +47.9% | +9.6% | +38.2% | +43.0% |
| 1Y | +37.3% | -5.3% | +42.5% | +23.1% |
| All | +37.3% | -4.5% | +41.8% | +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 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