+25.3%
ADP vs UL
+0.7%
+24.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +10.6% | +4.5% | +6.1% | +9.6% |
| 3M | +12.9% | +6.5% | +6.4% | +11.5% |
| 6M | +50.6% | +18.2% | +32.5% | +48.7% |
| YTD | +23.2% | +4.7% | +18.5% | +17.8% |
| 1Y | +25.3% | +0.8% | +24.5% | +20.9% |
| All | +25.3% | +0.7% | +24.6% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling