+47.3%
ADP vs SPXU
-83.1%
+130.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | -2.0% |
| 7D | +1.1% | -1.5% | +2.6% | +0.9% |
| 30D | +11.5% | +9.7% | +1.9% | +14.0% |
| 3M | +12.0% | +8.4% | +3.6% | +14.5% |
| 6M | +43.8% | -5.7% | +49.5% | +42.5% |
| YTD | +20.1% | -25.4% | +45.5% | +13.1% |
| 1Y | +22.3% | -28.9% | +51.2% | +14.1% |
| 3Y | +43.3% | -81.2% | +124.5% | -2.0% |
| 5Y | +47.3% | -83.3% | +130.6% | +11.3% |
| All | +47.3% | -83.1% | +130.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling