+48.7%
ADP vs SPG
+84.0%
-35.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | +2.2% | +2.0% | +0.2% | +1.4% |
| 30D | +10.6% | +17.2% | -6.7% | +4.3% |
| 3M | +12.9% | +6.3% | +6.6% | +10.3% |
| 6M | +50.6% | +18.7% | +31.9% | +41.4% |
| YTD | +23.2% | +30.1% | -6.9% | +11.3% |
| 1Y | +25.3% | +32.8% | -7.5% | +12.3% |
| 3Y | +47.1% | +133.6% | -86.5% | +2.9% |
| All | +48.7% | +84.0% | -35.3% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling