+18.9%
ADP vs SPXU
-80.9%
+99.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -1.9% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +2.8% | +0.8% | +2.0% | +3.0% |
| 3M | +20.9% | -4.7% | +25.6% | +20.5% |
| 6M | +29.9% | -29.6% | +59.5% | +23.3% |
| YTD | +9.6% | -29.9% | +39.5% | +4.3% |
| 1Y | -5.3% | -39.1% | +33.8% | -12.0% |
| All | +18.9% | -80.9% | +99.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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