+177.0%
SAP vs ADP
+285.0%
-108.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.3% |
| 7D | -2.9% | -3.4% | +0.5% | -1.0% |
| 30D | +9.0% | +2.8% | +6.2% | +7.4% |
| 3M | +14.9% | +20.9% | -6.0% | +4.0% |
| 6M | +11.9% | +29.9% | -18.0% | -2.7% |
| YTD | -9.9% | +9.6% | -19.5% | -14.3% |
| 1Y | -19.5% | -5.3% | -14.3% | -17.5% |
| 3Y | +61.8% | +16.5% | +45.3% | +47.4% |
| 5Y | +56.2% | +49.4% | +6.8% | +23.0% |
| All | +177.0% | +285.0% | -108.1% | +44.1% |
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