+270.5%
ADP vs SBAC
+76.8%
+193.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -1.2% | +3.2% | -4.5% | -2.3% |
| 3M | +17.9% | -5.1% | +22.9% | +19.7% |
| 6M | +20.3% | -2.1% | +22.4% | +19.5% |
| YTD | +5.8% | -0.5% | +6.3% | +4.0% |
| 1Y | -7.7% | +1.1% | -8.8% | -10.0% |
| 3Y | +14.7% | -7.4% | +22.2% | +12.1% |
| 5Y | +45.8% | -44.3% | +90.1% | +73.6% |
| 10Y | +270.5% | +77.6% | +192.9% | +210.1% |
| All | +270.5% | +76.8% | +193.7% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling