+404.3%
META vs ADP
+318.0%
+86.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.5% |
| 7D | -0.8% | +3.2% | -4.0% | -2.5% |
| 30D | -15.4% | +14.9% | -30.3% | -21.9% |
| 3M | +3.5% | +11.6% | -8.1% | -3.2% |
| 6M | -0.3% | +48.5% | -48.7% | -21.1% |
| YTD | -7.3% | +20.6% | -27.9% | -18.1% |
| 1Y | -1.1% | +23.7% | -24.8% | -14.0% |
| 3Y | +95.1% | +47.8% | +47.3% | +49.6% |
| 5Y | +80.6% | +47.7% | +32.9% | +38.9% |
| All | +404.3% | +318.0% | +86.3% | +121.1% |
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