+1,205.6%
ADP vs UAL
+242.1%
+963.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.4% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | +2.8% | -16.1% | +18.9% | +4.8% |
| 3M | +20.9% | +6.1% | +14.8% | +19.6% |
| 6M | +29.9% | +10.8% | +19.0% | +27.0% |
| YTD | +9.6% | -0.4% | +10.0% | +8.4% |
| 1Y | -5.3% | +5.0% | -10.3% | -7.3% |
| 3Y | +16.5% | +124.0% | -107.5% | +1.3% |
| 5Y | +49.4% | +141.0% | -91.6% | +26.2% |
| 10Y | +282.2% | +118.0% | +164.2% | +207.8% |
| All | +1,205.6% | +242.1% | +963.6% | +759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling