+11,853.5%
ADP vs UL
+2,764.7%
+9,088.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +11.5% | +7.0% | +4.5% | +9.1% |
| 3M | +12.0% | +5.8% | +6.2% | +10.0% |
| 6M | +43.8% | +16.1% | +27.7% | +36.7% |
| YTD | +20.1% | +4.5% | +15.6% | +17.4% |
| 1Y | +22.3% | -1.3% | +23.6% | +21.7% |
| 3Y | +43.3% | +35.0% | +8.3% | +27.3% |
| 5Y | +47.3% | +31.9% | +15.4% | +30.1% |
| 10Y | +313.7% | +99.3% | +214.4% | +215.1% |
| All | +11,853.5% | +2,764.7% | +9,088.8% | +3,743.0% |
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 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