+47.1%
ADP vs USAR
-20.4%
+67.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.7% |
| 7D | +2.2% | -0.8% | +3.0% | +2.2% |
| 30D | +10.6% | -20.9% | +31.5% | +10.0% |
| 3M | +12.9% | -56.2% | +69.1% | +10.8% |
| 6M | +50.6% | -67.9% | +118.5% | +47.6% |
| YTD | +23.2% | -31.4% | +54.6% | +22.6% |
| 1Y | +25.3% | -45.1% | +70.3% | +24.4% |
| 3Y | +47.1% | -20.3% | +67.4% | +52.9% |
| All | +47.1% | -20.4% | +67.5% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling