+375.3%
DELL vs ADP
+43.9%
+331.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.6% | -3.3% |
| 7D | -18.1% | +3.2% | -21.3% | -17.8% |
| 30D | -42.9% | +12.8% | -55.6% | -42.5% |
| 3M | -26.9% | +12.3% | -39.2% | -26.4% |
| 6M | +28.8% | +45.4% | -16.6% | +23.8% |
| YTD | +168.4% | +21.4% | +147.0% | +169.3% |
| 1Y | +136.8% | +23.7% | +113.1% | +135.9% |
| 3Y | +375.3% | +43.6% | +331.7% | +484.3% |
| All | +375.3% | +43.9% | +331.5% | +484.3% |
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