+14,854.2%
MO vs ADP
+11,097.1%
+3,757.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | +0.3% | -3.4% | +3.8% | +1.4% |
| 30D | +0.6% | +2.8% | -2.1% | -0.2% |
| 3M | -1.0% | +20.9% | -21.9% | -6.4% |
| 6M | +4.3% | +29.9% | -25.5% | -3.9% |
| YTD | +23.3% | +9.6% | +13.6% | +19.0% |
| 1Y | +10.5% | -5.3% | +15.7% | +11.2% |
| 3Y | +96.3% | +16.5% | +79.8% | +84.1% |
| 5Y | +98.9% | +49.4% | +49.5% | +70.3% |
| 10Y | +103.6% | +282.2% | -178.6% | +29.2% |
| All | +14,854.2% | +11,097.1% | +3,757.0% | +2,861.4% |
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