+334.7%
INTC vs ADP
-8.7%
+343.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.0% |
| 7D | +18.0% | -5.7% | +23.6% | +13.8% |
| 30D | +8.9% | -3.1% | +12.0% | +7.1% |
| 3M | -1.6% | +15.6% | -17.2% | +8.1% |
| 6M | +133.1% | +20.8% | +112.3% | +154.5% |
| YTD | +187.9% | +4.7% | +183.2% | +209.1% |
| 1Y | +334.7% | -8.3% | +343.0% | +376.0% |
| All | +334.7% | -8.7% | +343.4% | +376.0% |
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