+270.5%
ADP vs SAN
+338.5%
-68.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -5.5% | +3.3% | -8.8% | -6.3% |
| 30D | -1.2% | +1.1% | -2.3% | -1.5% |
| 3M | +17.9% | +22.2% | -4.3% | +11.4% |
| 6M | +20.3% | +36.0% | -15.7% | +9.8% |
| YTD | +5.8% | +28.2% | -22.4% | -2.3% |
| 1Y | -7.7% | +54.1% | -61.8% | -19.2% |
| 3Y | +14.7% | +354.2% | -339.5% | -28.2% |
| 5Y | +45.8% | +387.3% | -341.5% | -14.1% |
| 10Y | +270.5% | +334.8% | -64.3% | +107.1% |
| All | +270.5% | +338.5% | -68.0% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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