+978.2%
ADP vs UMC
+178.4%
+799.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | -0.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.5% |
| 30D | +11.9% | -28.7% | +40.6% | +17.1% |
| 3M | +13.7% | -15.1% | +28.8% | +15.2% |
| 6M | +46.8% | +5.0% | +41.8% | +39.7% |
| YTD | +21.8% | +108.2% | -86.4% | +1.4% |
| 1Y | +23.5% | +121.7% | -98.2% | +1.6% |
| 3Y | +44.1% | +139.8% | -95.7% | +14.9% |
| 5Y | +49.9% | +85.1% | -35.2% | +23.0% |
| 10Y | +318.8% | +1,341.4% | -1,022.6% | +124.1% |
| All | +978.2% | +178.4% | +799.8% | +447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling