+2,233.8%
SAP vs ADP
+3,648.4%
-1,414.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.3% |
| 7D | -2.9% | -3.4% | +0.5% | -0.9% |
| 30D | +9.0% | +2.8% | +6.2% | +7.3% |
| 3M | +14.9% | +20.9% | -6.0% | +3.3% |
| 6M | +11.9% | +29.9% | -18.0% | -3.7% |
| YTD | -9.9% | +9.6% | -19.5% | -14.6% |
| 1Y | -19.5% | -5.3% | -14.3% | -17.2% |
| 3Y | +61.8% | +16.5% | +45.3% | +45.9% |
| 5Y | +56.2% | +49.4% | +6.8% | +20.0% |
| 10Y | +180.6% | +282.2% | -101.6% | +17.7% |
| All | +2,233.8% | +3,648.4% | -1,414.7% | +266.9% |
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 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