+4,177.7%
DELL vs ADP
+270.4%
+3,907.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +8.7% | -5.7% | +14.4% | +11.7% |
| 30D | +16.9% | -3.1% | +20.0% | +18.3% |
| 3M | +40.4% | +15.6% | +24.8% | +27.6% |
| 6M | +267.1% | +20.8% | +246.3% | +223.9% |
| YTD | +329.1% | +4.7% | +324.3% | +308.2% |
| 1Y | +346.9% | -8.3% | +355.2% | +355.8% |
| 3Y | +696.6% | +13.6% | +683.1% | +606.9% |
| 5Y | +1,106.2% | +45.0% | +1,061.2% | +816.3% |
| 10Y | +4,177.7% | +279.0% | +3,898.8% | +1,977.4% |
| All | +4,177.7% | +270.4% | +3,907.3% | +1,977.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling