+48.7%
ADP vs URA
+25.6%
+23.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +2.2% | -1.5% | +3.7% | +2.2% |
| 30D | +10.6% | -10.4% | +21.0% | +11.3% |
| 3M | +12.9% | -29.6% | +42.6% | +15.8% |
| 6M | +50.6% | -40.3% | +90.9% | +56.9% |
| YTD | +23.2% | -25.5% | +48.7% | +22.7% |
| 1Y | +25.3% | -26.4% | +51.7% | +24.7% |
| 3Y | +47.1% | +31.4% | +15.7% | +24.8% |
| All | +48.7% | +25.6% | +23.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling