+444.1%
META vs ADP
+318.1%
+125.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | +3.3% | +3.2% | +0.1% | +1.5% |
| 30D | -10.8% | +12.8% | -23.5% | -16.7% |
| 3M | +7.9% | +12.3% | -4.4% | +0.6% |
| 6M | +5.4% | +45.4% | -40.0% | -15.6% |
| YTD | -2.6% | +21.4% | -24.0% | -14.2% |
| 1Y | +1.9% | +23.7% | -21.8% | -11.4% |
| 3Y | +97.0% | +43.6% | +53.3% | +53.8% |
| 5Y | +97.6% | +48.7% | +48.9% | +51.5% |
| All | +444.1% | +318.1% | +125.9% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling