+14.7%
ADP vs UMC
+252.5%
-237.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.1% | -8.5% | -3.4% |
| 7D | -5.5% | +6.6% | -12.1% | -5.4% |
| 30D | -1.2% | +16.6% | -17.8% | -1.0% |
| 3M | +17.9% | +11.0% | +6.8% | +16.6% |
| 6M | +20.3% | +131.3% | -111.0% | +12.1% |
| YTD | +5.8% | +182.5% | -176.7% | -4.5% |
| 1Y | -7.7% | +222.3% | -230.0% | -18.3% |
| 3Y | +14.7% | +253.0% | -238.3% | -5.5% |
| All | +14.7% | +252.5% | -237.8% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling