+23.5%
ADP vs UAL
+23.5%
0.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.3% |
| 7D | +0.9% | +2.3% | -1.3% | +1.0% |
| 30D | +11.9% | +13.3% | -1.5% | +12.1% |
| 3M | +13.7% | -6.3% | +20.0% | +13.5% |
| 6M | +46.8% | +22.5% | +24.3% | +46.3% |
| YTD | +21.8% | +5.9% | +15.9% | +24.3% |
| 1Y | +23.5% | +24.7% | -1.1% | +23.9% |
| All | +23.5% | +23.5% | 0.0% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling