+311.5%
SPY vs ADP
+269.5%
+42.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +1.1% |
| 7D | +0.5% | -5.5% | +6.0% | +3.2% |
| 30D | -0.9% | -1.2% | +0.3% | -0.5% |
| 3M | +3.9% | +17.9% | -14.0% | -4.9% |
| 6M | +14.5% | +20.3% | -5.8% | +2.9% |
| YTD | +12.9% | +5.8% | +7.1% | +8.0% |
| 1Y | +19.4% | -7.7% | +27.1% | +22.4% |
| 3Y | +78.5% | +14.7% | +63.7% | +60.9% |
| 5Y | +81.8% | +45.8% | +36.0% | +42.2% |
| 10Y | +311.5% | +270.5% | +41.0% | +113.3% |
| All | +311.5% | +269.5% | +42.0% | +113.3% |
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