+47.1%
ADP vs SAN
+247.1%
-200.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +2.2% | +4.0% | -1.8% | +1.9% |
| 30D | +10.6% | -7.8% | +18.4% | +11.1% |
| 3M | +12.9% | -16.4% | +29.3% | +14.2% |
| 6M | +50.6% | +3.5% | +47.1% | +49.3% |
| YTD | +23.2% | +6.7% | +16.5% | +21.5% |
| 1Y | +25.3% | +14.5% | +10.8% | +22.4% |
| 3Y | +47.1% | +243.5% | -196.4% | +30.1% |
| All | +47.1% | +247.1% | -200.0% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling