+220,352.3%
CSCO vs ADP
+10,708.2%
+209,644.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.8% |
| 7D | -0.7% | -3.4% | +2.8% | +1.4% |
| 30D | -10.1% | +2.8% | -12.9% | -11.9% |
| 3M | -15.7% | +20.9% | -36.6% | -26.1% |
| 6M | +36.3% | +29.9% | +6.4% | +13.3% |
| YTD | +43.8% | +9.6% | +34.2% | +32.1% |
| 1Y | +63.9% | -5.3% | +69.2% | +63.9% |
| 3Y | +104.4% | +16.5% | +87.9% | +77.3% |
| 5Y | +111.4% | +49.4% | +62.0% | +54.2% |
| 10Y | +361.7% | +282.2% | +79.5% | +78.1% |
| All | +220,352.3% | +10,708.2% | +209,644.1% | +10,146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling