+40.2%
ADP vs USAR
-18.7%
+58.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.1% | -0.9% |
| 7D | +3.2% | -14.5% | +17.7% | +2.8% |
| 30D | +14.9% | -37.8% | +52.7% | +13.7% |
| 3M | +11.6% | -52.8% | +64.4% | +9.8% |
| 6M | +48.5% | -71.2% | +119.7% | +45.2% |
| YTD | +20.6% | -30.9% | +51.5% | +20.0% |
| 1Y | +23.7% | -48.0% | +71.7% | +22.7% |
| 3Y | +47.8% | -19.7% | +67.5% | +43.3% |
| All | +40.2% | -18.7% | +58.9% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling