-79.9%
SMR vs ADP
+26.1%
-106.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -2.9% |
| 7D | -8.3% | +2.2% | -10.4% | -6.9% |
| 30D | -20.1% | +10.6% | -30.6% | -14.7% |
| 3M | -52.7% | +12.9% | -65.6% | -48.7% |
| 6M | -61.0% | +50.6% | -111.7% | -53.4% |
| YTD | -67.1% | +23.2% | -90.3% | -63.1% |
| 1Y | -79.9% | +25.3% | -105.1% | -77.0% |
| All | -79.9% | +26.1% | -106.0% | -77.0% |
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 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