+998.6%
ADP vs URA
-51.6%
+1,050.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -2.0% |
| 7D | +3.2% | -4.1% | +7.4% | +3.9% |
| 30D | +14.9% | -19.0% | +33.9% | +18.8% |
| 3M | +11.6% | -25.1% | +36.8% | +16.6% |
| 6M | +48.5% | -44.5% | +92.9% | +62.6% |
| YTD | +20.6% | -24.3% | +44.9% | +21.9% |
| 1Y | +23.7% | -28.1% | +51.8% | +26.0% |
| 3Y | +47.8% | +40.7% | +7.1% | +23.4% |
| 5Y | +47.7% | +35.5% | +12.3% | +20.2% |
| 10Y | +324.0% | +281.2% | +42.8% | +142.7% |
| All | +998.6% | -51.6% | +1,050.3% | +801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling