+695.2%
AVGO vs ADP
+52.9%
+642.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | -3.0% | -3.4% | +0.5% | -1.8% |
| 30D | -14.4% | +2.8% | -17.2% | -15.4% |
| 3M | -14.4% | +20.9% | -35.4% | -21.5% |
| 6M | +13.1% | +29.9% | -16.7% | -0.4% |
| YTD | +3.8% | +9.6% | -5.9% | -0.2% |
| 1Y | +17.8% | -5.3% | +23.0% | +22.4% |
| 3Y | +325.3% | +16.5% | +308.8% | +282.5% |
| All | +695.2% | +52.9% | +642.3% | +484.3% |
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