+66.1%
INTC vs ADP
+26.1%
+40.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -1.9% |
| 7D | +6.0% | +2.2% | +3.8% | +8.4% |
| 30D | -39.2% | +10.6% | -49.8% | -31.8% |
| 3M | -42.9% | +12.9% | -55.9% | -34.2% |
| 6M | -50.4% | +50.6% | -101.0% | -33.4% |
| YTD | +61.7% | +23.2% | +38.5% | +100.3% |
| 1Y | +66.1% | +25.3% | +40.9% | +103.6% |
| All | +66.1% | +26.1% | +40.0% | +103.6% |
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 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