+249.7%
SPOT vs ADP
+45.5%
+204.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.0% |
| 7D | -2.6% | +0.3% | -2.8% | -2.7% |
| 30D | +13.5% | +11.6% | +1.9% | +7.5% |
| 3M | +22.2% | +15.1% | +7.2% | +14.2% |
| 6M | +38.3% | +46.0% | -7.7% | +15.2% |
| YTD | +3.1% | +22.4% | -19.3% | -7.7% |
| 1Y | -7.6% | +24.5% | -32.1% | -18.1% |
| All | +249.7% | +45.5% | +204.2% | +244.8% |
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