+307.3%
SPY vs ADP
+327.9%
-20.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +0.1% | +1.1% | -1.0% | -0.5% |
| 30D | -3.3% | +11.5% | -14.8% | -8.4% |
| 3M | -2.4% | +12.0% | -14.5% | -8.0% |
| 6M | +2.6% | +43.8% | -41.2% | -15.4% |
| YTD | +11.2% | +20.1% | -8.8% | -0.1% |
| 1Y | +13.4% | +22.3% | -8.9% | +0.7% |
| 3Y | +79.9% | +43.3% | +36.6% | +45.0% |
| 5Y | +72.2% | +47.3% | +24.8% | +34.5% |
| 10Y | +307.3% | +313.7% | -6.4% | +101.5% |
| All | +307.3% | +327.9% | -20.5% | +101.5% |
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