+55.7%
ADP vs AUR
-35.7%
+91.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -2.8% | +1.4% | -4.2% | -2.8% |
| 30D | +0.2% | -6.4% | +6.6% | +0.5% |
| 3M | +20.5% | +7.7% | +12.8% | +19.6% |
| 6M | +28.8% | +44.5% | -15.7% | +25.1% |
| YTD | +6.6% | +67.4% | -60.8% | +2.5% |
| 1Y | -6.9% | +15.4% | -22.3% | -8.8% |
| 3Y | +16.1% | +94.8% | -78.7% | +4.7% |
| 5Y | +49.3% | -35.1% | +84.5% | +33.7% |
| All | +55.7% | -35.7% | +91.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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