+14.0%
SPGI vs ADP
+49.9%
-36.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -0.8% | +0.3% | -1.1% | -1.0% |
| 30D | +14.3% | +11.6% | +2.7% | +6.8% |
| 3M | +14.5% | +15.1% | -0.6% | +5.0% |
| 6M | +17.3% | +46.0% | -28.8% | -7.5% |
| YTD | -4.6% | +22.4% | -27.0% | -16.1% |
| 1Y | +0.8% | +24.5% | -23.7% | -12.3% |
| 3Y | +28.8% | +44.8% | -16.0% | +1.5% |
| 5Y | +14.0% | +49.1% | -35.1% | -12.5% |
| All | +14.0% | +49.9% | -36.0% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling