+5,041.4%
ADP vs SPG
+5,923.7%
-882.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.0% |
| 7D | +1.1% | +5.1% | -4.0% | -0.2% |
| 30D | +11.5% | +16.8% | -5.3% | +7.0% |
| 3M | +12.0% | +5.7% | +6.4% | +10.4% |
| 6M | +43.8% | +17.8% | +26.0% | +37.5% |
| YTD | +20.1% | +30.1% | -10.0% | +11.5% |
| 1Y | +22.3% | +32.8% | -10.5% | +13.0% |
| 3Y | +43.3% | +137.2% | -93.9% | +12.2% |
| 5Y | +47.3% | +81.5% | -34.1% | +22.4% |
| 10Y | +313.7% | +116.5% | +197.2% | +198.2% |
| All | +5,041.4% | +5,923.7% | -882.3% | +1,635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling