+14.1%
ADP vs UUUU
+96.1%
-82.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -5.7% | +1.8% | -7.5% | -5.6% |
| 30D | -3.1% | +1.8% | -4.9% | -3.0% |
| 3M | +15.6% | +1.3% | +14.3% | +16.0% |
| 6M | +20.8% | -26.8% | +47.6% | +20.8% |
| YTD | +4.7% | +0.1% | +4.7% | +4.5% |
| 1Y | -8.3% | +11.2% | -19.5% | -8.5% |
| All | +14.1% | +96.1% | -82.0% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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