+43.9%
ADP vs UAL
+190.9%
-147.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.4% |
| 7D | +3.2% | +8.2% | -4.9% | +2.7% |
| 30D | +14.9% | +2.3% | +12.6% | +14.6% |
| 3M | +11.6% | -12.7% | +24.3% | +12.5% |
| 6M | +48.5% | +12.7% | +35.8% | +46.3% |
| YTD | +20.6% | +0.8% | +19.7% | +19.8% |
| 1Y | +23.7% | +17.8% | +5.9% | +20.9% |
| All | +43.9% | +190.9% | -147.0% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling