+313.7%
ADP vs UAL
+106.7%
+207.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -1.5% |
| 7D | +1.1% | +10.2% | -9.1% | -0.6% |
| 30D | +11.5% | +12.0% | -0.5% | +9.2% |
| 3M | +12.0% | -7.1% | +19.1% | +12.9% |
| 6M | +43.8% | +20.9% | +22.9% | +37.7% |
| YTD | +20.1% | +7.7% | +12.4% | +16.2% |
| 1Y | +22.3% | +23.6% | -1.3% | +15.3% |
| 3Y | +43.3% | +222.6% | -179.3% | +7.7% |
| 5Y | +47.3% | +127.9% | -80.6% | +14.4% |
| 10Y | +313.7% | +100.2% | +213.5% | +213.2% |
| All | +313.7% | +106.7% | +207.0% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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