+23.5%
ADP vs SPG
+33.6%
-10.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | +2.7% | -1.8% | +0.2% |
| 30D | +11.9% | +16.6% | -4.7% | +7.7% |
| 3M | +13.7% | +8.1% | +5.7% | +10.9% |
| 6M | +46.8% | +19.3% | +27.4% | +43.6% |
| YTD | +21.8% | +31.1% | -9.3% | +16.0% |
| 1Y | +23.5% | +32.8% | -9.2% | +17.0% |
| All | +23.5% | +33.6% | -10.1% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling