-73.1%
SMR vs ADP
-4.5%
-68.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -1.3% |
| 7D | +4.4% | -3.4% | +7.8% | +3.0% |
| 30D | +3.4% | +2.8% | +0.6% | +4.5% |
| 3M | -19.2% | +20.9% | -40.1% | -13.6% |
| 6M | -22.6% | +29.9% | -52.5% | -16.3% |
| YTD | -31.5% | +9.6% | -41.2% | -28.1% |
| 1Y | -73.1% | -5.3% | -67.8% | -70.3% |
| All | -73.1% | -4.5% | -68.5% | -70.3% |
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 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