+1,384.9%
ADP vs SBAC
+2,208.1%
-823.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | +2.8% | +6.9% | -4.1% | +2.0% |
| 3M | +20.9% | -8.2% | +29.2% | +22.0% |
| 6M | +29.9% | -1.6% | +31.5% | +29.7% |
| YTD | +9.6% | -0.1% | +9.8% | +9.1% |
| 1Y | -5.3% | -0.5% | -4.8% | -5.7% |
| 3Y | +16.5% | -9.1% | +25.5% | +16.4% |
| 5Y | +49.4% | -43.8% | +93.2% | +56.7% |
| 10Y | +282.2% | +80.5% | +201.7% | +258.3% |
| All | +1,384.9% | +2,208.1% | -823.2% | +905.1% |
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 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