+447.1%
META vs ADP
+319.4%
+127.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +3.1% | +0.3% | +2.8% | +2.9% |
| 30D | -18.2% | +11.6% | -29.8% | -23.3% |
| 3M | +7.8% | +15.1% | -7.2% | -0.8% |
| 6M | +3.6% | +46.0% | -42.4% | -17.2% |
| YTD | -5.3% | +22.4% | -27.7% | -17.0% |
| 1Y | +2.7% | +24.5% | -21.7% | -11.0% |
| 3Y | +91.5% | +44.8% | +46.7% | +48.9% |
| 5Y | +84.7% | +49.1% | +35.6% | +41.3% |
| All | +447.1% | +319.4% | +127.7% | +141.8% |
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