+48.7%
ADP vs UAL
+132.2%
-83.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.2% | +12.5% | -9.3% | +1.7% |
| 30D | +12.8% | +12.2% | +0.6% | +11.1% |
| 3M | +12.3% | -2.6% | +14.9% | +12.4% |
| 6M | +45.4% | +21.1% | +24.3% | +40.7% |
| YTD | +21.4% | +7.8% | +13.6% | +18.7% |
| 1Y | +23.7% | +25.4% | -1.7% | +18.1% |
| 3Y | +43.6% | +217.3% | -173.7% | +12.4% |
| 5Y | +48.7% | +132.9% | -84.2% | +19.5% |
| All | +48.7% | +132.2% | -83.4% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling