+49.1%
ADP vs SPG
+74.6%
-25.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.5% |
| 7D | +3.2% | +4.9% | -1.7% | +1.4% |
| 30D | +14.9% | +15.6% | -0.7% | +9.0% |
| 3M | +11.6% | +4.1% | +7.5% | +9.9% |
| 6M | +48.5% | +13.6% | +34.9% | +41.6% |
| YTD | +20.6% | +27.5% | -7.0% | +9.7% |
| 1Y | +23.7% | +32.2% | -8.5% | +11.0% |
| 3Y | +47.8% | +126.0% | -78.2% | +4.8% |
| All | +49.1% | +74.6% | -25.5% | +11.5% |
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