+319.9%
ADP vs UAL
+80.6%
+239.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | +2.2% | -3.0% | +5.2% | +2.6% |
| 30D | +10.6% | +10.5% | +0.1% | +8.5% |
| 3M | +12.9% | -13.5% | +26.4% | +15.1% |
| 6M | +50.6% | +14.2% | +36.4% | +45.4% |
| YTD | +23.2% | -2.2% | +25.4% | +21.1% |
| 1Y | +25.3% | +12.5% | +12.8% | +19.9% |
| 3Y | +47.1% | +186.8% | -139.7% | +12.8% |
| 5Y | +50.1% | +119.4% | -69.3% | +16.9% |
| All | +319.9% | +80.6% | +239.3% | +225.7% |
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