+47.9%
ADP vs AUR
-36.2%
+84.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.9% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -1.4% | -8.9% | +7.5% | -1.0% |
| 3M | +16.6% | +4.6% | +11.9% | +15.9% |
| 6M | +24.9% | +44.9% | -19.9% | +21.3% |
| YTD | +5.6% | +64.8% | -59.3% | +1.6% |
| 1Y | -6.0% | +16.4% | -22.4% | -8.0% |
| 3Y | +14.5% | +85.1% | -70.6% | +3.5% |
| 5Y | +47.9% | -36.1% | +84.0% | +31.4% |
| All | +47.9% | -36.2% | +84.1% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling