+252.8%
SPOT vs ADP
+183.4%
+69.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -3.1% | -2.8% | -0.3% | -1.6% |
| 30D | +7.4% | +0.2% | +7.1% | +7.3% |
| 3M | +8.2% | +20.5% | -12.3% | -2.5% |
| 6M | +2.2% | +28.8% | -26.6% | -11.6% |
| YTD | -9.5% | +6.6% | -16.1% | -13.3% |
| 1Y | -23.8% | -6.9% | -16.9% | -21.8% |
| 3Y | +233.5% | +16.1% | +217.3% | +200.9% |
| 5Y | +112.2% | +49.3% | +62.9% | +70.2% |
| All | +252.8% | +183.4% | +69.4% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling