-8.8%
SMCI vs ADP
-5.6%
-3.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +6.9% | +7.5% |
| 7D | +1.3% | -3.4% | +4.7% | -0.5% |
| 30D | +6.6% | -0.4% | +7.0% | +6.5% |
| 3M | +25.4% | +19.7% | +5.7% | +36.5% |
| 6M | +26.1% | +27.9% | -1.8% | +40.3% |
| YTD | +37.0% | +5.9% | +31.1% | +49.0% |
| 1Y | -8.8% | -7.5% | -1.3% | -2.9% |
| All | -8.8% | -5.6% | -3.2% | -2.9% |
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 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