+111.7%
SPOT vs ADP
+47.6%
+64.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +0.9% | -0.2% |
| 7D | -2.9% | -5.5% | +2.6% | +0.9% |
| 30D | +8.3% | -1.2% | +9.5% | +9.3% |
| 3M | +5.1% | +17.9% | -12.8% | -6.6% |
| 6M | -6.5% | +20.3% | -26.8% | -18.5% |
| YTD | -9.0% | +5.8% | -14.8% | -13.2% |
| 1Y | -26.4% | -7.7% | -18.7% | -22.7% |
| 3Y | +240.0% | +14.7% | +225.3% | +195.9% |
| 5Y | +111.7% | +45.8% | +65.9% | +40.0% |
| All | +111.7% | +47.6% | +64.2% | +40.0% |
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