+59.2%
INTC vs ADP
+43.3%
+15.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.4% |
| 7D | -1.0% | +1.1% | -2.1% | -0.7% |
| 30D | -43.3% | +11.5% | -54.8% | -42.1% |
| 3M | -41.6% | +12.0% | -53.6% | -40.3% |
| 6M | -52.5% | +43.8% | -96.3% | -54.0% |
| YTD | +60.9% | +20.1% | +40.8% | +70.2% |
| 1Y | +55.7% | +22.3% | +33.4% | +62.1% |
| 3Y | +59.2% | +43.3% | +15.9% | +51.6% |
| All | +59.2% | +43.3% | +15.8% | +51.6% |
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 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