+42.3%
ADP vs USAR
-20.3%
+62.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.4% |
| 7D | +0.3% | +8.8% | -8.5% | +0.5% |
| 30D | +11.6% | -28.5% | +40.1% | +10.8% |
| 3M | +15.1% | -56.2% | +71.2% | +13.0% |
| 6M | +46.0% | -68.4% | +114.5% | +43.1% |
| YTD | +22.4% | -32.2% | +54.6% | +21.7% |
| 1Y | +24.5% | -52.3% | +76.8% | +23.3% |
| 3Y | +44.8% | -21.2% | +66.0% | +40.3% |
| All | +42.3% | -20.3% | +62.5% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling