-6.4%
SAP vs ADP
+23.8%
-30.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -2.5% | +0.9% | -3.4% | -3.1% |
| 30D | +7.5% | +11.9% | -4.4% | -1.4% |
| 3M | +11.6% | +13.7% | -2.1% | +1.1% |
| 6M | +37.6% | +46.8% | -9.1% | +5.9% |
| YTD | -2.0% | +21.8% | -23.7% | -14.8% |
| 1Y | -6.4% | +23.5% | -29.9% | -19.9% |
| All | -6.4% | +23.8% | -30.2% | -19.9% |
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