+319.1%
DELL vs ADP
-4.5%
+323.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.1% |
| 7D | +14.9% | -3.4% | +18.3% | +14.1% |
| 30D | +13.3% | +2.8% | +10.5% | +14.0% |
| 3M | +24.4% | +20.9% | +3.5% | +24.9% |
| 6M | +258.0% | +29.9% | +228.1% | +254.6% |
| YTD | +320.2% | +9.6% | +310.5% | +317.7% |
| 1Y | +319.1% | -5.3% | +324.3% | +326.6% |
| All | +319.1% | -4.5% | +323.6% | +326.6% |
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 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