+41.5%
ADP vs USAR
-18.3%
+59.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.4% |
| 7D | +0.9% | +0.8% | +0.1% | +1.0% |
| 30D | +11.9% | -30.1% | +42.0% | +11.0% |
| 3M | +13.7% | -56.3% | +70.0% | +11.6% |
| 6M | +46.8% | -68.6% | +115.3% | +43.8% |
| YTD | +21.8% | -30.5% | +52.3% | +21.2% |
| 1Y | +23.5% | -53.5% | +77.0% | +22.4% |
| 3Y | +44.1% | -19.3% | +63.4% | +39.7% |
| All | +41.5% | -18.3% | +59.9% | +34.0% |
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