+962.4%
ADP vs SPYG
+528.0%
+434.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | +2.2% | +2.3% | -0.2% | +0.6% |
| 30D | +10.6% | -6.5% | +17.0% | +14.6% |
| 3M | +12.9% | -6.8% | +19.8% | +17.2% |
| 6M | +50.6% | -3.1% | +53.8% | +51.0% |
| YTD | +23.2% | +8.0% | +15.2% | +14.4% |
| 1Y | +25.3% | +10.2% | +15.0% | +14.5% |
| 3Y | +47.1% | +91.0% | -43.9% | -9.7% |
| 5Y | +50.1% | +67.7% | -17.7% | -0.5% |
| 10Y | +323.6% | +393.9% | -70.3% | +41.0% |
| All | +962.4% | +528.0% | +434.4% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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