-0.8%
MSFT vs ADP
-4.5%
+3.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.3% |
| 7D | -2.7% | -3.4% | +0.7% | -1.5% |
| 30D | +2.7% | +2.8% | -0.1% | +1.9% |
| 3M | +17.0% | +20.9% | -4.0% | +8.2% |
| 6M | +23.8% | +29.9% | -6.1% | +11.8% |
| YTD | +4.0% | +9.6% | -5.7% | -3.7% |
| 1Y | -0.8% | -5.3% | +4.4% | -5.1% |
| All | -0.8% | -4.5% | +3.7% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling