+1,067.1%
ADP vs UUUU
-92.0%
+1,159.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -3.4% | -1.4% | -2.1% | -3.4% |
| 30D | +2.8% | +16.3% | -13.5% | +2.1% |
| 3M | +20.9% | -16.7% | +37.6% | +21.4% |
| 6M | +29.9% | -33.7% | +63.5% | +31.1% |
| YTD | +9.6% | -0.5% | +10.1% | +8.1% |
| 1Y | -5.3% | +28.9% | -34.1% | -8.4% |
| 3Y | +16.5% | +99.9% | -83.4% | +8.2% |
| 5Y | +49.4% | +135.3% | -85.9% | +35.3% |
| 10Y | +282.2% | +518.4% | -236.2% | +217.2% |
| All | +1,067.1% | -92.0% | +1,159.1% | +905.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling