+4,681.2%
DELL vs ADP
+284.7%
+4,396.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.5% |
| 7D | +14.9% | -3.4% | +18.3% | +16.8% |
| 30D | +13.3% | +2.8% | +10.5% | +11.5% |
| 3M | +24.4% | +20.9% | +3.5% | +10.7% |
| 6M | +258.0% | +29.9% | +228.1% | +204.7% |
| YTD | +320.2% | +9.6% | +310.5% | +291.4% |
| 1Y | +319.1% | -5.3% | +324.3% | +321.7% |
| 3Y | +706.5% | +16.5% | +690.1% | +609.6% |
| 5Y | +1,071.9% | +49.4% | +1,022.5% | +780.4% |
| 10Y | +4,683.5% | +282.2% | +4,401.3% | +2,242.9% |
| All | +4,681.2% | +284.7% | +4,396.5% | +2,229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling