+1,426.8%
ADP vs SPXU
-100.0%
+1,526.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.5% |
| 7D | +3.2% | +0.5% | +2.7% | +3.6% |
| 30D | +12.8% | +10.9% | +1.9% | +16.5% |
| 3M | +12.3% | +9.6% | +2.7% | +15.9% |
| 6M | +45.4% | -4.7% | +50.1% | +44.1% |
| YTD | +21.4% | -24.6% | +46.0% | +12.9% |
| 1Y | +23.7% | -24.7% | +48.4% | +15.2% |
| 3Y | +43.6% | -80.0% | +123.7% | -5.5% |
| 5Y | +48.7% | -83.5% | +132.2% | +6.5% |
| 10Y | +316.1% | -99.5% | +415.6% | +39.1% |
| All | +1,426.8% | -100.0% | +1,526.8% | +115.5% |
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