+1,278.9%
ADP vs SPXU
-100.0%
+1,378.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -1.7% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +2.8% | +0.8% | +2.0% | +3.1% |
| 3M | +20.9% | -4.7% | +25.6% | +19.5% |
| 6M | +29.9% | -29.6% | +59.5% | +17.5% |
| YTD | +9.6% | -29.9% | +39.5% | -0.5% |
| 1Y | -5.3% | -39.1% | +33.8% | -17.3% |
| 3Y | +16.5% | -80.0% | +96.5% | -22.8% |
| 5Y | +49.4% | -86.0% | +135.4% | +1.7% |
| 10Y | +282.2% | -99.5% | +381.7% | +24.8% |
| All | +1,278.9% | -100.0% | +1,378.9% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling