+9,167.2%
INTC vs ADP
+12,298.0%
-3,130.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.7% |
| 7D | -4.0% | +3.2% | -7.2% | -6.0% |
| 30D | -44.5% | +12.8% | -57.2% | -49.1% |
| 3M | -40.4% | +12.3% | -52.7% | -45.8% |
| 6M | -53.5% | +45.4% | -98.9% | -65.2% |
| YTD | +57.5% | +21.4% | +36.1% | +29.7% |
| 1Y | +51.2% | +23.7% | +27.5% | +22.8% |
| 3Y | +51.6% | +43.6% | +8.0% | +11.6% |
| 5Y | +23.5% | +48.7% | -25.2% | -11.8% |
| 10Y | +106.4% | +316.1% | -209.7% | -24.2% |
| All | +9,167.2% | +12,298.0% | -3,130.8% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling