+45.0%
ADP vs UMC
+145.1%
-100.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.4% |
| 7D | -5.7% | +13.6% | -19.3% | -6.8% |
| 30D | -3.1% | +20.8% | -23.8% | -4.8% |
| 3M | +15.6% | +16.1% | -0.5% | +11.4% |
| 6M | +20.8% | +137.3% | -116.5% | +1.9% |
| YTD | +4.7% | +193.8% | -189.0% | -16.8% |
| 1Y | -8.3% | +236.1% | -244.4% | -29.5% |
| 3Y | +13.6% | +267.1% | -253.6% | -17.4% |
| 5Y | +45.0% | +145.3% | -100.2% | +10.4% |
| All | +45.0% | +145.1% | -100.0% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling