+143.3%
DELL vs ADP
+20.3%
+123.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.5% | -11.4% | -7.8% |
| 7D | -24.6% | +6.4% | -31.0% | -22.5% |
| 30D | -32.5% | +16.6% | -49.1% | -28.8% |
| 3M | -20.2% | +12.9% | -33.1% | -16.4% |
| 6M | +76.5% | +45.7% | +30.8% | +83.9% |
| YTD | +198.9% | +20.6% | +178.3% | +209.6% |
| 1Y | +143.3% | +20.5% | +122.8% | +150.4% |
| All | +143.3% | +20.3% | +123.0% | +150.4% |
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 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