-6.9%
ADP vs UMAC
+129.0%
-135.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +0.9% |
| 7D | -2.8% | -3.4% | +0.7% | -2.8% |
| 30D | +0.2% | -15.1% | +15.3% | 0.0% |
| 3M | +20.5% | -10.8% | +31.3% | +21.4% |
| 6M | +28.8% | +15.7% | +13.1% | +30.8% |
| YTD | +6.6% | +80.1% | -73.5% | +8.9% |
| 1Y | -6.9% | +116.7% | -123.6% | -6.3% |
| All | -6.9% | +129.0% | -135.9% | -6.3% |
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