+16,738.5%
MO vs ADP
+12,298.0%
+4,440.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -0.8% | +3.2% | -4.0% | -1.7% |
| 30D | +6.5% | +12.8% | -6.3% | +2.8% |
| 3M | +18.3% | +12.3% | +6.0% | +14.3% |
| 6M | +15.6% | +45.4% | -29.9% | +3.2% |
| YTD | +38.8% | +21.4% | +17.4% | +29.9% |
| 1Y | +41.6% | +23.7% | +17.9% | +31.8% |
| 3Y | +138.2% | +43.6% | +94.6% | +110.4% |
| 5Y | +150.5% | +48.7% | +101.8% | +115.2% |
| 10Y | +146.1% | +316.1% | -170.0% | +52.3% |
| All | +16,738.5% | +12,298.0% | +4,440.4% | +3,134.0% |
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 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