+18.7%
MA vs ADP
+21.2%
-2.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +2.3% | +3.2% | -0.9% | +0.9% |
| 30D | +14.7% | +14.9% | -0.2% | +7.8% |
| 3M | +13.5% | +11.6% | +1.9% | +7.9% |
| 6M | +33.1% | +48.5% | -15.3% | +10.0% |
| YTD | +15.1% | +20.6% | -5.5% | +7.2% |
| 1Y | +18.7% | +23.7% | -5.0% | +6.7% |
| All | +18.7% | +21.2% | -2.5% | +6.7% |
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