+4,419.4%
SMCI vs ADP
+1,040.8%
+3,378.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +5.7% |
| 7D | +6.8% | -3.4% | +10.2% | +8.9% |
| 30D | +30.6% | +2.8% | +27.8% | +28.1% |
| 3M | -15.6% | +20.9% | -36.5% | -26.9% |
| 6M | +21.3% | +29.9% | -8.6% | -1.2% |
| YTD | +35.3% | +9.6% | +25.6% | +22.7% |
| 1Y | -2.7% | -5.3% | +2.5% | -3.7% |
| 3Y | +40.3% | +16.5% | +23.8% | +14.9% |
| 5Y | +941.8% | +49.4% | +892.4% | +597.2% |
| 10Y | +1,687.4% | +282.2% | +1,405.2% | +417.4% |
| All | +4,419.4% | +1,040.8% | +3,378.6% | +394.1% |
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 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