+279.0%
ADP vs UL
+65.2%
+213.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.4% |
| 7D | -5.7% | -3.2% | -2.4% | -4.5% |
| 30D | -3.1% | -0.6% | -2.5% | -2.8% |
| 3M | +15.6% | +9.4% | +6.2% | +11.8% |
| 6M | +20.8% | -4.1% | +24.9% | +22.3% |
| YTD | +4.7% | -2.0% | +6.7% | +4.5% |
| 1Y | -8.3% | -9.0% | +0.7% | -5.9% |
| 3Y | +13.6% | +21.8% | -8.3% | +2.4% |
| 5Y | +45.0% | +20.6% | +24.4% | +29.2% |
| 10Y | +279.0% | +67.7% | +211.3% | +218.0% |
| All | +279.0% | +65.2% | +213.8% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling