+229.3%
SAP vs ADP
+319.4%
-90.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -2.5% | +0.9% | -3.4% | -3.0% |
| 30D | +7.5% | +11.9% | -4.4% | +0.9% |
| 3M | +11.6% | +13.7% | -2.1% | +3.9% |
| 6M | +37.6% | +46.8% | -9.1% | +12.1% |
| YTD | -2.0% | +21.8% | -23.7% | -12.1% |
| 1Y | -6.4% | +23.5% | -29.9% | -16.8% |
| 3Y | +67.7% | +44.1% | +23.6% | +36.4% |
| 5Y | +75.7% | +49.9% | +25.9% | +37.8% |
| 10Y | +229.3% | +318.8% | -89.4% | +55.7% |
| All | +229.3% | +319.4% | -90.1% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling