+10,816.5%
ADP vs UL
+2,661.1%
+8,155.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.4% | -1.3% | -2.1% | -3.0% |
| 30D | +2.8% | +0.5% | +2.3% | +2.6% |
| 3M | +20.9% | +17.6% | +3.3% | +14.5% |
| 6M | +29.9% | -5.4% | +35.2% | +31.7% |
| YTD | +9.6% | +0.7% | +8.9% | +8.5% |
| 1Y | -5.3% | -9.3% | +4.0% | -3.0% |
| 3Y | +16.5% | +24.5% | -8.1% | +6.2% |
| 5Y | +49.4% | +23.2% | +26.2% | +34.9% |
| 10Y | +282.2% | +64.5% | +217.7% | +209.5% |
| All | +10,816.5% | +2,661.1% | +8,155.4% | +3,452.5% |
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