+10,816.5%
ADP vs SAN
+2,116.5%
+8,700.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -3.4% | +1.8% | -5.2% | -3.9% |
| 30D | +2.8% | +2.0% | +0.8% | +2.2% |
| 3M | +20.9% | +19.7% | +1.2% | +15.1% |
| 6M | +29.9% | +30.6% | -0.8% | +20.1% |
| YTD | +9.6% | +28.8% | -19.2% | +1.4% |
| 1Y | -5.3% | +57.8% | -63.0% | -17.0% |
| 3Y | +16.5% | +338.1% | -321.7% | -23.0% |
| 5Y | +49.4% | +384.2% | -334.8% | -6.6% |
| 10Y | +282.2% | +353.1% | -71.0% | +130.0% |
| All | +10,816.5% | +2,116.5% | +8,700.0% | +3,809.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling