+694.6%
DELL vs ADP
+13.9%
+680.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.3% | +2.0% |
| 7D | +25.6% | -5.5% | +31.1% | +25.8% |
| 30D | +17.7% | -1.2% | +18.9% | +17.7% |
| 3M | +33.4% | +17.9% | +15.6% | +29.4% |
| 6M | +266.2% | +20.3% | +245.9% | +253.6% |
| YTD | +328.0% | +5.8% | +322.2% | +325.3% |
| 1Y | +339.6% | -7.7% | +347.3% | +351.8% |
| 3Y | +694.6% | +14.7% | +679.9% | +782.6% |
| All | +694.6% | +13.9% | +680.7% | +782.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling