+156.3%
INTC vs ADP
+18.0%
+138.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +4.5% |
| 7D | +7.1% | -3.4% | +10.5% | +7.1% |
| 30D | -5.2% | +2.8% | -8.0% | -5.3% |
| 3M | -14.3% | +20.9% | -35.2% | -16.5% |
| 6M | +110.2% | +29.9% | +80.3% | +97.7% |
| YTD | +159.6% | +9.6% | +150.0% | +165.4% |
| 1Y | +289.3% | -5.3% | +294.5% | +335.6% |
| All | +156.3% | +18.0% | +138.3% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling