+141,733.1%
MSFT vs ADP
+12,213.2%
+129,519.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | +1.7% | +3.2% | -1.6% | -0.1% |
| 30D | +0.2% | +14.9% | -14.7% | -7.3% |
| 3M | +6.4% | +11.6% | -5.3% | -0.2% |
| 6M | +28.7% | +48.5% | -19.8% | +3.1% |
| YTD | +10.4% | +20.6% | -10.2% | -1.7% |
| 1Y | +7.6% | +23.7% | -16.1% | -5.7% |
| 3Y | +52.3% | +47.8% | +4.5% | +19.3% |
| 5Y | +64.5% | +47.7% | +16.8% | +27.8% |
| 10Y | +917.8% | +324.0% | +593.9% | +348.5% |
| All | +141,733.1% | +12,213.2% | +129,519.9% | +10,124.4% |
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