+279.0%
ADP vs SPY
+312.5%
-33.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -5.7% | -0.4% | -5.3% | -5.3% |
| 30D | -3.1% | -1.4% | -1.7% | -1.9% |
| 3M | +15.6% | +3.7% | +11.9% | +11.3% |
| 6M | +20.8% | +13.0% | +7.8% | +6.8% |
| YTD | +4.7% | +12.4% | -7.6% | -7.0% |
| 1Y | -8.3% | +18.5% | -26.8% | -22.8% |
| 3Y | +13.6% | +77.6% | -64.1% | -37.5% |
| 5Y | +45.0% | +81.7% | -36.7% | -22.5% |
| 10Y | +279.0% | +319.7% | -40.7% | -13.8% |
| All | +279.0% | +312.5% | -33.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling