+30.3%
SPGI vs ADP
+44.7%
-14.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -1.4% | +0.9% | -2.3% | -1.9% |
| 30D | +15.3% | +11.9% | +3.4% | +7.7% |
| 3M | +16.5% | +13.7% | +2.8% | +7.7% |
| 6M | +19.8% | +46.8% | -26.9% | -5.4% |
| YTD | -3.2% | +21.8% | -25.0% | -14.2% |
| 1Y | +1.8% | +23.5% | -21.7% | -10.4% |
| All | +30.3% | +44.7% | -14.4% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling