+91.5%
CSCO vs ADP
+49.5%
+42.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.5% |
| 7D | +1.9% | +2.2% | -0.3% | +1.1% |
| 30D | -15.8% | +10.6% | -26.4% | -19.0% |
| 3M | -15.4% | +12.9% | -28.3% | -19.4% |
| 6M | -5.4% | +50.6% | -56.0% | -21.2% |
| YTD | +26.5% | +23.2% | +3.3% | +15.3% |
| 1Y | +25.9% | +25.3% | +0.6% | +13.6% |
| 3Y | +97.5% | +47.1% | +50.4% | +62.7% |
| All | +91.5% | +49.5% | +42.0% | +52.6% |
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