+47.8%
ADP vs URA
+36.0%
+11.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.0% |
| 7D | +3.2% | -4.1% | +7.4% | +3.1% |
| 30D | +14.9% | -19.0% | +33.9% | +14.1% |
| 3M | +11.6% | -25.1% | +36.8% | +10.6% |
| 6M | +48.5% | -44.5% | +92.9% | +47.5% |
| YTD | +20.6% | -24.3% | +44.9% | +18.5% |
| 1Y | +23.7% | -28.1% | +51.8% | +21.8% |
| 3Y | +47.8% | +40.7% | +7.1% | +37.7% |
| All | +47.8% | +36.0% | +11.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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