+2,956.9%
SPY vs ADP
+5,574.2%
-2,617.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | -2.7% | +3.2% | -5.9% | -4.2% |
| 30D | -5.4% | +14.9% | -20.3% | -11.6% |
| 3M | -4.1% | +11.6% | -15.7% | -9.4% |
| 6M | +0.7% | +48.5% | -47.8% | -17.6% |
| YTD | +8.7% | +20.6% | -11.9% | -2.8% |
| 1Y | +10.9% | +23.7% | -12.8% | -2.1% |
| 3Y | +75.0% | +47.8% | +27.2% | +40.6% |
| 5Y | +67.8% | +47.7% | +20.1% | +33.4% |
| 10Y | +312.9% | +324.0% | -11.1% | +94.8% |
| All | +2,956.9% | +5,574.2% | -2,617.4% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling