+2,542.1%
SAP vs ADP
+4,073.5%
-1,531.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.8% |
| 7D | +4.0% | +7.4% | -3.3% | -0.2% |
| 30D | +15.7% | +17.1% | -1.4% | +5.4% |
| 3M | +23.4% | +14.4% | +9.0% | +13.9% |
| 6M | +41.3% | +47.9% | -6.6% | +13.0% |
| YTD | +2.0% | +22.1% | -20.1% | -9.3% |
| 1Y | -5.1% | +21.8% | -26.9% | -15.5% |
| 3Y | +82.1% | +50.5% | +31.7% | +42.0% |
| 5Y | +77.2% | +49.6% | +27.6% | +36.1% |
| 10Y | +233.6% | +329.3% | -95.6% | +30.7% |
| All | +2,542.1% | +4,073.5% | -1,531.5% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling