+28,084.6%
AVGO vs ADP
+1,287.2%
+26,797.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.0% |
| 7D | -0.9% | +1.1% | -2.0% | -1.7% |
| 30D | -11.6% | +11.5% | -23.1% | -18.3% |
| 3M | -25.2% | +12.0% | -37.2% | -31.6% |
| 6M | -25.4% | +43.8% | -69.3% | -43.8% |
| YTD | -7.2% | +20.1% | -27.2% | -21.8% |
| 1Y | -7.9% | +22.3% | -30.2% | -23.8% |
| 3Y | +262.1% | +43.3% | +218.8% | +159.2% |
| 5Y | +525.7% | +47.3% | +478.3% | +329.4% |
| 10Y | +2,300.3% | +313.7% | +1,986.6% | +570.2% |
| All | +28,084.6% | +1,287.2% | +26,797.4% | +2,428.1% |
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