+29,187.4%
AVGO vs ADP
+1,302.8%
+27,884.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.2% |
| 7D | 0.0% | +3.2% | -3.2% | -2.1% |
| 30D | -8.2% | +12.8% | -20.9% | -15.7% |
| 3M | -21.3% | +12.3% | -33.6% | -28.1% |
| 6M | -22.5% | +45.4% | -67.9% | -42.0% |
| YTD | -3.6% | +21.4% | -25.0% | -19.3% |
| 1Y | -6.7% | +23.7% | -30.4% | -23.4% |
| 3Y | +258.1% | +43.6% | +214.5% | +156.3% |
| 5Y | +560.9% | +48.7% | +512.2% | +351.2% |
| 10Y | +2,475.6% | +316.1% | +2,159.5% | +618.1% |
| All | +29,187.4% | +1,302.8% | +27,884.6% | +2,509.5% |
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