+17.8%
ADP vs UAL
+127.4%
-109.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.3% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | +2.8% | -16.1% | +18.9% | +4.0% |
| 3M | +20.9% | +6.1% | +14.8% | +19.9% |
| 6M | +29.9% | +10.8% | +19.0% | +27.9% |
| YTD | +9.6% | -0.4% | +10.0% | +9.1% |
| 1Y | -5.3% | +5.0% | -10.3% | -6.5% |
| All | +17.8% | +127.4% | -109.6% | -1.7% |
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 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