+222.9%
SAP vs ADP
+327.9%
-104.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +10.5% | +11.5% | -1.0% | +4.0% |
| 3M | +15.2% | +12.0% | +3.1% | +8.1% |
| 6M | +36.7% | +43.8% | -7.1% | +12.6% |
| YTD | -0.6% | +20.1% | -20.6% | -10.2% |
| 1Y | -4.1% | +22.3% | -26.4% | -14.3% |
| 3Y | +73.2% | +43.3% | +30.0% | +41.4% |
| 5Y | +74.1% | +47.3% | +26.8% | +37.8% |
| 10Y | +222.9% | +313.7% | -90.8% | +52.3% |
| All | +222.9% | +327.9% | -104.9% | +52.3% |
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