+113.3%
CSCO vs ADP
+49.8%
+63.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | -0.7% | -3.4% | +2.8% | +0.6% |
| 30D | -10.1% | +2.8% | -12.9% | -11.3% |
| 3M | -15.7% | +20.9% | -36.6% | -22.8% |
| 6M | +36.3% | +29.9% | +6.4% | +20.1% |
| YTD | +43.8% | +9.6% | +34.2% | +37.3% |
| 1Y | +63.9% | -5.3% | +69.2% | +68.4% |
| 3Y | +104.4% | +16.5% | +87.9% | +87.5% |
| All | +113.3% | +49.8% | +63.5% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling