+1,497.9%
META vs ADP
+825.7%
+672.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.1% | -4.6% |
| 7D | -3.1% | +7.4% | -10.5% | -6.9% |
| 30D | -18.1% | +17.1% | -35.2% | -25.3% |
| 3M | +2.9% | +14.4% | -11.6% | -5.3% |
| 6M | +0.2% | +47.9% | -47.7% | -21.0% |
| YTD | -8.1% | +22.1% | -30.2% | -19.7% |
| 1Y | -4.5% | +21.8% | -26.3% | -16.6% |
| 3Y | +94.2% | +50.5% | +43.7% | +46.6% |
| 5Y | +79.1% | +49.6% | +29.5% | +36.1% |
| 10Y | +405.9% | +329.3% | +76.6% | +99.8% |
| All | +1,497.9% | +825.7% | +672.1% | +335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling