+3.3%
AVGO vs ADP
+24.2%
-20.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.8% |
| 7D | +25.0% | +0.3% | +24.7% | +25.1% |
| 30D | +2.0% | +11.6% | -9.6% | +7.2% |
| 3M | -12.3% | +15.1% | -27.3% | -6.4% |
| 6M | -12.8% | +46.0% | -58.8% | -0.4% |
| YTD | +5.9% | +22.4% | -16.5% | +11.6% |
| 1Y | +3.3% | +24.5% | -21.1% | +11.0% |
| All | +3.3% | +24.2% | -20.8% | +11.0% |
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 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