+18.5%
INTC vs ADP
+48.7%
-30.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.0% |
| 7D | -14.4% | +3.2% | -17.7% | -15.1% |
| 30D | -50.2% | +14.9% | -65.2% | -52.5% |
| 3M | -43.6% | +11.6% | -55.2% | -45.9% |
| 6M | -50.2% | +48.5% | -98.7% | -59.5% |
| YTD | +52.5% | +20.6% | +31.9% | +40.0% |
| 1Y | +51.1% | +23.7% | +27.4% | +36.0% |
| 3Y | +50.3% | +47.8% | +2.5% | +18.5% |
| All | +18.5% | +48.7% | -30.2% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling