+47.1%
ADP vs SU
+132.3%
-85.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | +2.2% | +1.7% | +0.5% | +2.0% |
| 30D | +10.6% | -7.9% | +18.4% | +11.2% |
| 3M | +12.9% | +7.5% | +5.4% | +11.9% |
| 6M | +50.6% | +7.2% | +43.4% | +49.1% |
| YTD | +23.2% | +60.9% | -37.7% | +17.4% |
| 1Y | +25.3% | +63.6% | -38.4% | +19.1% |
| 3Y | +47.1% | +128.9% | -81.7% | +36.2% |
| All | +47.1% | +132.3% | -85.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling