-6.0%
ADP vs UMC
+227.6%
-233.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.6% |
| 7D | -5.7% | +11.4% | -17.1% | -4.7% |
| 30D | -1.4% | +16.8% | -18.2% | +0.1% |
| 3M | +16.6% | +19.1% | -2.5% | +16.8% |
| 6M | +24.9% | +137.4% | -112.5% | +24.2% |
| YTD | +5.6% | +186.4% | -180.8% | +3.0% |
| 1Y | -6.0% | +229.1% | -235.1% | -8.3% |
| All | -6.0% | +227.6% | -233.7% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling