+474.0%
AVGO vs ADP
+47.3%
+426.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.1% |
| 7D | -9.9% | +3.2% | -13.2% | -10.9% |
| 30D | -22.0% | +14.9% | -36.9% | -25.7% |
| 3M | -30.0% | +11.6% | -41.7% | -32.9% |
| 6M | -30.7% | +48.5% | -79.2% | -42.0% |
| YTD | -14.7% | +20.6% | -35.2% | -20.8% |
| 1Y | -16.8% | +23.7% | -40.5% | -24.2% |
| 3Y | +244.4% | +47.8% | +196.6% | +171.7% |
| All | +474.0% | +47.3% | +426.7% | +340.6% |
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