+335.7%
CSCO vs ADP
+319.4%
+16.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +6.6% | +0.3% | +6.3% | +6.4% |
| 30D | -11.3% | +11.6% | -23.0% | -16.5% |
| 3M | -17.3% | +15.1% | -32.4% | -23.7% |
| 6M | +3.5% | +46.0% | -42.5% | -17.0% |
| YTD | +34.9% | +22.4% | +12.5% | +18.3% |
| 1Y | +40.5% | +24.5% | +16.0% | +21.8% |
| 3Y | +109.3% | +44.8% | +64.5% | +64.5% |
| 5Y | +105.9% | +49.1% | +56.8% | +55.9% |
| All | +335.7% | +319.4% | +16.3% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling