-22.9%
SPOT vs ADP
-4.5%
-18.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.3% |
| 7D | -0.9% | -3.4% | +2.5% | +0.5% |
| 30D | +12.5% | +2.8% | +9.7% | +11.3% |
| 3M | +9.9% | +20.9% | -11.0% | +1.7% |
| 6M | +1.6% | +29.9% | -28.3% | -8.7% |
| YTD | -6.6% | +9.6% | -16.2% | -17.6% |
| 1Y | -22.9% | -5.3% | -17.7% | -32.1% |
| All | -22.9% | -4.5% | -18.4% | -32.1% |
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