-5.3%
ADP vs UMAC
+164.0%
-169.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.2% |
| 7D | -3.4% | -0.9% | -2.5% | -3.4% |
| 30D | +2.8% | -7.7% | +10.4% | +2.8% |
| 3M | +20.9% | -26.4% | +47.4% | +21.6% |
| 6M | +29.9% | +61.9% | -32.0% | +32.2% |
| YTD | +9.6% | +86.5% | -76.9% | +11.8% |
| 1Y | -5.3% | +156.3% | -161.6% | -5.2% |
| All | -5.3% | +164.0% | -169.3% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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