+11,904.6%
ADP vs UL
+2,738.5%
+9,166.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | +3.2% | +1.1% | +2.1% | +2.8% |
| 30D | +14.9% | +8.2% | +6.7% | +12.0% |
| 3M | +11.6% | +4.5% | +7.1% | +10.0% |
| 6M | +48.5% | +12.6% | +35.9% | +42.6% |
| YTD | +20.6% | +3.5% | +17.0% | +18.2% |
| 1Y | +23.7% | -0.4% | +24.1% | +22.8% |
| 3Y | +47.8% | +36.0% | +11.8% | +30.9% |
| 5Y | +47.7% | +30.9% | +16.8% | +30.7% |
| 10Y | +324.0% | +97.5% | +226.4% | +223.8% |
| All | +11,904.6% | +2,738.5% | +9,166.1% | +3,771.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling