-1.1%
META vs ADP
+21.2%
-22.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +0.9% |
| 7D | -0.8% | +3.2% | -4.0% | -1.0% |
| 30D | -15.4% | +14.9% | -30.3% | -16.6% |
| 3M | +3.5% | +11.6% | -8.1% | +2.4% |
| 6M | -0.3% | +48.5% | -48.7% | -3.4% |
| YTD | -7.3% | +20.6% | -27.9% | -6.1% |
| 1Y | -1.1% | +23.7% | -24.8% | -2.2% |
| All | -1.1% | +21.2% | -22.3% | -2.2% |
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