+316.1%
ADP vs UAL
+99.5%
+216.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.2% | +12.5% | -9.3% | +1.2% |
| 30D | +12.8% | +12.2% | +0.6% | +10.4% |
| 3M | +12.3% | -2.6% | +14.9% | +12.3% |
| 6M | +45.4% | +21.1% | +24.3% | +39.2% |
| YTD | +21.4% | +7.8% | +13.6% | +17.5% |
| 1Y | +23.7% | +25.4% | -1.7% | +16.4% |
| 3Y | +43.6% | +217.3% | -173.7% | +8.4% |
| 5Y | +48.7% | +132.9% | -84.2% | +15.0% |
| 10Y | +316.1% | +101.1% | +215.0% | +215.6% |
| All | +316.1% | +99.5% | +216.6% | +215.6% |
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