+278.9%
ADP vs UMC
+1,863.6%
-1,584.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.7% |
| 7D | -2.8% | +9.0% | -11.8% | -3.7% |
| 30D | +0.2% | +17.2% | -17.0% | -1.7% |
| 3M | +20.5% | +11.4% | +9.1% | +16.9% |
| 6M | +28.8% | +137.5% | -108.7% | +10.1% |
| YTD | +6.6% | +193.1% | -186.5% | -12.9% |
| 1Y | -6.9% | +240.3% | -247.2% | -26.0% |
| 3Y | +16.1% | +262.2% | -246.1% | -10.3% |
| 5Y | +49.3% | +143.1% | -93.8% | +19.8% |
| All | +278.9% | +1,863.6% | -1,584.7% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling