+306.4%
CSCO vs ADP
+318.0%
-11.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.4% |
| 7D | -10.2% | +3.2% | -13.4% | -11.7% |
| 30D | -20.1% | +14.9% | -35.0% | -25.8% |
| 3M | -22.1% | +11.6% | -33.7% | -27.0% |
| 6M | +3.2% | +48.5% | -45.3% | -18.1% |
| YTD | +24.1% | +20.6% | +3.5% | +9.7% |
| 1Y | +34.6% | +23.7% | +10.9% | +17.0% |
| 3Y | +90.0% | +47.8% | +42.2% | +47.4% |
| 5Y | +88.6% | +47.7% | +40.9% | +43.4% |
| All | +306.4% | +318.0% | -11.6% | +102.7% |
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