+2,660.6%
AVGO vs ADP
+322.2%
+2,338.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.4% | -5.1% |
| 7D | +18.2% | +2.2% | +16.0% | +16.9% |
| 30D | +0.2% | +10.6% | -10.3% | -5.5% |
| 3M | -16.8% | +12.9% | -29.7% | -22.9% |
| 6M | -16.5% | +50.6% | -67.1% | -35.7% |
| YTD | +0.8% | +23.2% | -22.4% | -13.4% |
| 1Y | +2.8% | +25.3% | -22.4% | -13.0% |
| 3Y | +278.5% | +47.1% | +231.4% | +181.5% |
| 5Y | +573.1% | +50.1% | +523.0% | +386.5% |
| All | +2,660.6% | +322.2% | +2,338.5% | +1,034.0% |
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