-25.7%
SPOT vs ADP
-8.5%
-17.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.6% |
| 7D | -6.5% | -5.7% | -0.8% | -4.2% |
| 30D | +2.2% | -3.1% | +5.3% | +3.5% |
| 3M | +5.4% | +15.6% | -10.2% | -0.6% |
| 6M | -4.0% | +20.8% | -24.8% | -11.6% |
| YTD | -9.9% | +4.7% | -14.7% | -19.4% |
| All | -25.7% | -8.5% | -17.2% | -34.7% |
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