+278.9%
ADP vs SU
+267.2%
+11.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.8% | +2.2% | -5.0% | -3.2% |
| 30D | +0.2% | +8.4% | -8.2% | -1.6% |
| 3M | +20.5% | +12.1% | +8.4% | +17.2% |
| 6M | +28.8% | +19.7% | +9.1% | +23.2% |
| YTD | +6.6% | +58.4% | -51.8% | -4.4% |
| 1Y | -6.9% | +67.2% | -74.1% | -17.6% |
| 3Y | +16.1% | +125.0% | -108.9% | -5.8% |
| 5Y | +49.3% | +355.1% | -305.7% | -2.2% |
| All | +278.9% | +267.2% | +11.7% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling