+78.9%
SPYM vs ADP
+13.9%
+65.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.2% |
| 7D | +0.6% | -5.5% | +6.1% | +1.7% |
| 30D | -0.9% | -1.2% | +0.3% | -0.7% |
| 3M | +3.9% | +17.9% | -14.0% | -0.2% |
| 6M | +14.5% | +20.3% | -5.8% | +9.5% |
| YTD | +13.0% | +5.8% | +7.2% | +13.0% |
| 1Y | +19.4% | -7.7% | +27.1% | +26.0% |
| 3Y | +78.9% | +14.7% | +64.1% | +79.4% |
| All | +78.9% | +13.9% | +65.0% | +79.4% |
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