+845.6%
ADP vs SPYG
+564.9%
+280.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.7% |
| 30D | +2.8% | -0.4% | +3.2% | +3.0% |
| 3M | +20.9% | +0.5% | +20.4% | +19.4% |
| 6M | +29.9% | +17.5% | +12.4% | +15.2% |
| YTD | +9.6% | +14.3% | -4.7% | -1.1% |
| 1Y | -5.3% | +21.7% | -27.0% | -18.4% |
| 3Y | +16.5% | +98.6% | -82.1% | -29.6% |
| 5Y | +49.4% | +85.1% | -35.7% | -6.4% |
| 10Y | +282.2% | +412.0% | -129.8% | +25.2% |
| All | +845.6% | +564.9% | +280.7% | +71.5% |
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