+49.1%
ADP vs UL
+31.0%
+18.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.5% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | +14.9% | +8.2% | +6.7% | +12.5% |
| 3M | +11.6% | +4.5% | +7.1% | +10.3% |
| 6M | +48.5% | +12.6% | +35.9% | +43.9% |
| YTD | +20.6% | +3.5% | +17.0% | +18.6% |
| 1Y | +23.7% | -0.4% | +24.1% | +23.0% |
| 3Y | +47.8% | +36.0% | +11.8% | +33.1% |
| All | +49.1% | +31.0% | +18.1% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling