+93.1%
META vs ADP
+48.1%
+45.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +5.7% | +1.1% | +4.6% | +5.0% |
| 30D | -10.8% | +11.5% | -22.3% | -16.3% |
| 3M | +8.4% | +12.0% | -3.6% | +1.1% |
| 6M | +5.4% | +43.8% | -38.4% | -15.8% |
| YTD | -2.6% | +20.1% | -22.6% | -12.9% |
| 1Y | +3.5% | +22.3% | -18.8% | -8.9% |
| 3Y | +102.0% | +43.3% | +58.7% | +51.3% |
| 5Y | +93.1% | +47.3% | +45.7% | +33.0% |
| All | +93.1% | +48.1% | +45.0% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling