+49.1%
ADP vs URA
+28.3%
+20.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.8% |
| 7D | +0.3% | +4.5% | -4.2% | -0.1% |
| 30D | +11.6% | -13.4% | +25.0% | +12.7% |
| 3M | +15.1% | -28.4% | +43.5% | +17.9% |
| 6M | +46.0% | -40.5% | +86.5% | +52.3% |
| YTD | +22.4% | -24.3% | +46.7% | +21.8% |
| 1Y | +24.5% | -28.8% | +53.3% | +24.8% |
| 3Y | +44.8% | +37.6% | +7.2% | +21.7% |
| 5Y | +49.1% | +30.7% | +18.4% | +19.9% |
| All | +49.1% | +28.3% | +20.8% | +19.9% |
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