+14.1%
ADP vs AUR
+86.2%
-72.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -5.7% | +11.1% | -16.8% | -6.0% |
| 30D | -3.1% | -6.9% | +3.8% | -2.9% |
| 3M | +15.6% | +5.5% | +10.1% | +15.2% |
| 6M | +20.8% | +41.0% | -20.2% | +18.4% |
| YTD | +4.7% | +69.3% | -64.5% | +1.8% |
| 1Y | -8.3% | +14.0% | -22.3% | -9.6% |
| All | +14.1% | +86.2% | -72.2% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling