+57.4%
INTC vs ADP
+20.3%
+37.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -1.4% |
| 7D | -39.0% | +6.4% | -45.4% | -34.6% |
| 30D | -49.8% | +16.6% | -66.5% | -41.8% |
| 3M | -42.2% | +12.9% | -55.1% | -34.2% |
| 6M | -39.2% | +45.7% | -84.8% | -21.2% |
| YTD | +57.9% | +20.6% | +37.3% | +93.2% |
| 1Y | +57.4% | +20.5% | +36.9% | +90.9% |
| All | +57.4% | +20.3% | +37.0% | +90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling