-5.9%
SAP vs ADP
+20.3%
-26.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.3% |
| 7D | +1.3% | +6.4% | -5.1% | -3.3% |
| 30D | +15.5% | +16.6% | -1.1% | +2.6% |
| 3M | +22.8% | +12.9% | +9.9% | +11.8% |
| 6M | +42.5% | +45.7% | -3.2% | +10.1% |
| YTD | +0.5% | +20.6% | -20.1% | -11.8% |
| 1Y | -5.9% | +20.5% | -26.4% | -18.0% |
| All | -5.9% | +20.3% | -26.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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