-53.7%
SMR vs ADP
+69.5%
-123.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -8.3% | +2.2% | -10.4% | -8.5% |
| 30D | -20.1% | +10.6% | -30.6% | -21.3% |
| 3M | -52.7% | +12.9% | -65.6% | -53.6% |
| 6M | -61.0% | +50.6% | -111.7% | -65.2% |
| YTD | -67.1% | +23.2% | -90.3% | -68.3% |
| 1Y | -79.9% | +25.3% | -105.1% | -80.8% |
| 3Y | +101.7% | +47.1% | +54.6% | +83.4% |
| All | -53.7% | +69.5% | -123.2% | -59.0% |
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