+111.9%
INTC vs ADP
+322.2%
-210.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | +6.0% | +2.2% | +3.8% | +4.9% |
| 30D | -39.2% | +10.6% | -49.8% | -42.9% |
| 3M | -42.9% | +12.9% | -55.9% | -47.5% |
| 6M | -50.4% | +50.6% | -101.0% | -62.8% |
| YTD | +61.7% | +23.2% | +38.5% | +36.0% |
| 1Y | +66.1% | +25.3% | +40.9% | +38.0% |
| 3Y | +58.1% | +47.1% | +11.0% | +17.1% |
| 5Y | +27.9% | +50.1% | -22.2% | -7.5% |
| All | +111.9% | +322.2% | -210.2% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling