+1,532.9%
ADP vs SBAC
+2,207.9%
-675.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +3.2% | +1.2% | +2.0% | +3.1% |
| 30D | +14.9% | +11.2% | +3.7% | +13.5% |
| 3M | +11.6% | +4.5% | +7.2% | +11.0% |
| 6M | +48.5% | -12.2% | +60.6% | +50.4% |
| YTD | +20.6% | -0.1% | +20.7% | +19.9% |
| 1Y | +23.7% | -0.3% | +23.9% | +23.0% |
| 3Y | +47.8% | -8.7% | +56.5% | +47.6% |
| 5Y | +47.7% | -40.2% | +87.9% | +53.8% |
| 10Y | +324.0% | +97.3% | +226.6% | +294.1% |
| All | +1,532.9% | +2,207.9% | -675.0% | +1,004.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling