+15,692.2%
MA vs ADP
+1,285.9%
+14,406.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.4% |
| 7D | +3.2% | +7.4% | -4.2% | -2.2% |
| 30D | +15.9% | +17.1% | -1.1% | +2.8% |
| 3M | +15.2% | +14.4% | +0.7% | +3.5% |
| 6M | +32.4% | +47.9% | -15.5% | -2.9% |
| YTD | +15.6% | +22.1% | -6.4% | -2.7% |
| 1Y | +19.3% | +21.8% | -2.5% | +0.6% |
| 3Y | +73.0% | +50.5% | +22.5% | +22.6% |
| 5Y | +93.7% | +49.6% | +44.2% | +33.6% |
| 10Y | +575.0% | +329.3% | +245.7% | +84.4% |
| All | +15,692.2% | +1,285.9% | +14,406.3% | +1,420.0% |
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 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