+45.9%
CSCO vs ADP
+20.3%
+25.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.9% |
| 7D | -6.1% | +6.4% | -12.4% | -5.4% |
| 30D | -8.2% | +16.6% | -24.8% | -7.1% |
| 3M | -14.6% | +12.9% | -27.4% | -13.7% |
| 6M | +12.7% | +45.7% | -32.9% | +11.6% |
| YTD | +37.0% | +20.6% | +16.3% | +31.7% |
| 1Y | +45.9% | +20.5% | +25.4% | +39.5% |
| All | +45.9% | +20.3% | +25.6% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling