+2,890.3%
AVGO vs ADP
+274.3%
+2,616.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.5% | +4.8% |
| 7D | -0.3% | -5.5% | +5.2% | +2.6% |
| 30D | -13.8% | -1.2% | -12.6% | -13.5% |
| 3M | -6.9% | +17.9% | -24.8% | -16.7% |
| 6M | +11.9% | +20.3% | -8.4% | -2.4% |
| YTD | +6.9% | +5.8% | +1.1% | +0.5% |
| 1Y | +7.4% | -7.7% | +15.1% | +9.1% |
| 3Y | +345.6% | +14.7% | +330.8% | +285.8% |
| 5Y | +718.9% | +45.8% | +673.1% | +495.8% |
| All | +2,890.3% | +274.3% | +2,616.1% | +1,250.1% |
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 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