+72.7%
SPYM vs ADP
+48.1%
+24.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | -3.3% | +11.5% | -14.8% | -7.4% |
| 3M | -2.4% | +12.0% | -14.4% | -6.9% |
| 6M | +2.6% | +43.8% | -41.2% | -12.4% |
| YTD | +11.3% | +20.1% | -8.7% | +3.2% |
| 1Y | +13.5% | +22.3% | -8.8% | +4.0% |
| 3Y | +80.3% | +43.3% | +37.0% | +49.7% |
| 5Y | +72.7% | +47.3% | +25.4% | +36.2% |
| All | +72.7% | +48.1% | +24.6% | +36.2% |
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