+107.3%
META vs ADP
+16.9%
+90.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | +6.7% | -3.4% | +10.1% | +7.7% |
| 30D | +4.8% | +2.8% | +2.0% | +4.0% |
| 3M | -1.6% | +20.9% | -22.6% | -6.5% |
| 6M | -7.5% | +29.9% | -37.3% | -13.9% |
| YTD | -6.4% | +9.6% | -16.0% | -7.4% |
| 1Y | -17.3% | -5.3% | -12.1% | -13.7% |
| All | +107.3% | +16.9% | +90.4% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling