+47.9%
ADP vs SU
+341.5%
-293.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -5.7% | +1.7% | -7.4% | -5.9% |
| 30D | -1.4% | +9.6% | -11.0% | -2.7% |
| 3M | +16.6% | +11.7% | +4.8% | +14.6% |
| 6M | +24.9% | +21.9% | +3.0% | +21.2% |
| YTD | +5.6% | +58.6% | -53.1% | -1.5% |
| 1Y | -6.0% | +66.5% | -72.6% | -13.1% |
| 3Y | +14.5% | +121.4% | -107.0% | +0.1% |
| 5Y | +47.9% | +355.7% | -307.8% | +20.6% |
| All | +47.9% | +341.5% | -293.6% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling