+31,416.6%
AVGO vs ADP
+1,166.9%
+30,249.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.5% |
| 7D | -3.0% | -3.4% | +0.5% | -0.8% |
| 30D | -14.4% | +2.8% | -17.2% | -16.2% |
| 3M | -14.4% | +20.9% | -35.4% | -26.1% |
| 6M | +13.1% | +29.9% | -16.7% | -8.6% |
| YTD | +3.8% | +9.6% | -5.9% | -6.0% |
| 1Y | +17.8% | -5.3% | +23.0% | +16.9% |
| 3Y | +325.3% | +16.5% | +308.8% | +255.5% |
| 5Y | +689.9% | +49.4% | +640.5% | +436.5% |
| 10Y | +2,597.0% | +282.2% | +2,314.8% | +700.0% |
| All | +31,416.6% | +1,166.9% | +30,249.7% | +2,937.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling