-6.0%
ADP vs SPMO
+24.7%
-30.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.1% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -1.4% | -0.7% | -0.7% | -1.6% |
| 3M | +16.6% | +2.8% | +13.7% | +17.1% |
| 6M | +24.9% | +24.4% | +0.5% | +27.2% |
| YTD | +5.6% | +24.2% | -18.6% | +7.7% |
| 1Y | -6.0% | +24.5% | -30.5% | -5.0% |
| All | -6.0% | +24.7% | -30.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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