+818.1%
SPYM vs ADP
+1,254.6%
-436.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.4% |
| 30D | -2.4% | +11.9% | -14.2% | -8.1% |
| 3M | -1.1% | +13.7% | -14.9% | -7.9% |
| 6M | +3.3% | +46.8% | -43.4% | -16.6% |
| YTD | +12.4% | +21.8% | -9.4% | -1.0% |
| 1Y | +12.5% | +23.5% | -11.0% | -1.7% |
| 3Y | +79.1% | +44.1% | +35.1% | +42.2% |
| 5Y | +75.7% | +49.9% | +25.8% | +34.5% |
| 10Y | +313.9% | +318.8% | -4.9% | +74.6% |
| All | +818.1% | +1,254.6% | -436.5% | +101.7% |
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