+5,022.3%
ADP vs SPY
+3,091.8%
+1,930.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | +2.8% | +0.1% | +2.7% | +2.7% |
| 3M | +20.9% | +2.0% | +18.9% | +18.4% |
| 6M | +29.9% | +13.0% | +16.9% | +16.2% |
| YTD | +9.6% | +13.5% | -3.9% | -2.2% |
| 1Y | -5.3% | +20.0% | -25.2% | -19.5% |
| 3Y | +16.5% | +77.2% | -60.7% | -29.8% |
| 5Y | +49.4% | +81.9% | -32.5% | -12.1% |
| 10Y | +282.2% | +314.1% | -31.9% | +17.1% |
| All | +5,022.3% | +3,091.8% | +1,930.5% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling