+3,290.5%
DELL vs ADP
+329.4%
+2,961.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +17.1% | +0.3% | +16.9% | +16.9% |
| 30D | -35.1% | +11.6% | -46.7% | -38.9% |
| 3M | -23.3% | +15.1% | -38.3% | -29.2% |
| 6M | +55.8% | +46.0% | +9.8% | +24.9% |
| YTD | +198.0% | +22.4% | +175.6% | +160.4% |
| 1Y | +166.6% | +24.5% | +142.1% | +130.2% |
| 3Y | +427.6% | +44.8% | +382.8% | +310.5% |
| 5Y | +630.6% | +49.1% | +581.6% | +451.1% |
| 10Y | +2,866.3% | +320.9% | +2,545.4% | +1,262.8% |
| All | +3,290.5% | +329.4% | +2,961.1% | +1,449.6% |
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 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