+66.6%
CSCO vs ADP
-7.1%
+73.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.1% |
| 7D | -0.5% | -5.5% | +5.0% | -0.7% |
| 30D | -10.1% | -1.2% | -8.9% | -10.1% |
| 3M | -11.7% | +17.9% | -29.6% | -12.5% |
| 6M | +40.1% | +20.3% | +19.8% | +37.7% |
| YTD | +43.8% | +5.8% | +38.0% | +39.4% |
| 1Y | +66.6% | -7.7% | +74.3% | +62.7% |
| All | +66.6% | -7.1% | +73.8% | +62.7% |
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 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