+133,470.8%
MSFT vs ADP
+11,097.1%
+122,373.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -0.9% |
| 7D | -2.7% | -3.4% | +0.7% | -0.8% |
| 30D | +2.7% | +2.8% | -0.1% | +1.2% |
| 3M | +17.0% | +20.9% | -4.0% | +5.2% |
| 6M | +23.8% | +29.9% | -6.1% | +6.6% |
| YTD | +4.0% | +9.6% | -5.7% | -2.1% |
| 1Y | -0.8% | -5.3% | +4.4% | +0.5% |
| 3Y | +55.6% | +16.5% | +39.1% | +38.3% |
| 5Y | +72.9% | +49.4% | +23.5% | +34.2% |
| 10Y | +875.8% | +282.2% | +593.6% | +356.3% |
| All | +133,470.8% | +11,097.1% | +122,373.6% | +10,080.9% |
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