+224.0%
SAP vs ADP
+315.9%
-91.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -2.2% |
| 7D | +1.5% | +3.2% | -1.7% | -0.2% |
| 30D | +8.8% | +12.8% | -3.9% | +1.7% |
| 3M | +12.1% | +12.3% | -0.2% | +5.0% |
| 6M | +34.6% | +45.4% | -10.8% | +10.1% |
| YTD | -2.1% | +21.4% | -23.5% | -12.1% |
| 1Y | -5.5% | +23.7% | -29.3% | -16.1% |
| 3Y | +67.4% | +43.6% | +23.8% | +36.4% |
| 5Y | +74.6% | +48.7% | +25.9% | +37.4% |
| 10Y | +224.0% | +316.1% | -92.1% | +52.4% |
| All | +224.0% | +315.9% | -91.8% | +52.4% |
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