+29.9%
ADP vs UMC
+113.5%
-83.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -1.5% |
| 7D | -3.4% | +5.0% | -8.4% | -2.8% |
| 30D | +2.8% | +7.7% | -4.9% | +3.9% |
| 3M | +20.9% | +1.7% | +19.3% | +20.2% |
| 6M | +29.9% | +113.9% | -84.0% | +24.7% |
| All | +29.9% | +113.5% | -83.6% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling