+5.6%
META vs ADP
+26.1%
-20.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.9% |
| 7D | +5.2% | +2.2% | +3.0% | +5.1% |
| 30D | -13.0% | +10.6% | -23.6% | -13.7% |
| 3M | +7.9% | +12.9% | -5.0% | +6.8% |
| 6M | +4.2% | +50.6% | -46.4% | +1.0% |
| YTD | -2.5% | +23.2% | -25.7% | -1.3% |
| 1Y | +5.6% | +25.3% | -19.7% | +5.4% |
| All | +5.6% | +26.1% | -20.6% | +5.4% |
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 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