+39.6%
ADP vs USAR
-13.4%
+53.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -0.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.1% |
| 30D | +11.5% | -30.3% | +41.8% | +10.7% |
| 3M | +12.0% | -54.7% | +66.7% | +10.1% |
| 6M | +43.8% | -67.5% | +111.3% | +41.1% |
| YTD | +20.1% | -26.4% | +46.4% | +19.7% |
| 1Y | +22.3% | -49.5% | +71.8% | +21.4% |
| 3Y | +43.3% | -14.5% | +57.7% | +39.1% |
| All | +39.6% | -13.4% | +53.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling