+10,816.5%
ADP vs SU
+60,256.6%
-49,440.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -3.4% | +3.6% | -7.0% | -3.4% |
| 30D | +2.8% | +7.9% | -5.1% | +2.8% |
| 3M | +20.9% | +3.5% | +17.4% | +20.9% |
| 6M | +29.9% | +19.0% | +10.9% | +29.9% |
| YTD | +9.6% | +55.0% | -45.3% | +9.6% |
| 1Y | -5.3% | +71.2% | -76.5% | -5.3% |
| 3Y | +16.5% | +117.4% | -100.9% | +16.4% |
| 5Y | +49.4% | +335.2% | -285.8% | +49.2% |
| 10Y | +282.2% | +248.7% | +33.5% | +281.8% |
| All | +10,816.5% | +60,256.6% | -49,440.1% | +10,893.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling