+270.5%
ADP vs SPG
+61.5%
+208.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.6% | -3.8% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -1.2% | -4.9% | +3.7% | +0.2% |
| 3M | +17.9% | +3.3% | +14.5% | +16.8% |
| 6M | +20.3% | +11.2% | +9.1% | +16.5% |
| YTD | +5.8% | +17.1% | -11.2% | +0.9% |
| 1Y | -7.7% | +21.6% | -29.3% | -13.0% |
| 3Y | +14.7% | +111.9% | -97.1% | -8.7% |
| 5Y | +45.8% | +106.9% | -61.1% | +15.2% |
| 10Y | +270.5% | +62.2% | +208.3% | +209.3% |
| All | +270.5% | +61.5% | +208.9% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling