-3.6%
SMR vs ADP
+50.9%
-54.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +4.4% | -3.4% | +7.8% | +5.1% |
| 30D | +3.4% | +2.8% | +0.6% | +2.8% |
| 3M | -19.2% | +20.9% | -40.1% | -23.5% |
| 6M | -22.6% | +29.9% | -52.5% | -29.1% |
| YTD | -31.5% | +9.6% | -41.2% | -32.7% |
| 1Y | -73.1% | -5.3% | -67.8% | -71.9% |
| 3Y | +55.0% | +16.5% | +38.5% | +50.5% |
| All | -3.6% | +50.9% | -54.4% | -13.0% |
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 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