+1,211.3%
ADP vs UUUU
-96.4%
+1,307.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | +2.2% | -1.1% | +3.2% | +2.2% |
| 30D | +10.6% | -21.0% | +31.5% | +11.5% |
| 3M | +12.9% | -54.8% | +67.7% | +16.2% |
| 6M | +50.6% | -67.3% | +118.0% | +56.6% |
| YTD | +23.2% | -54.7% | +77.9% | +25.0% |
| 1Y | +25.3% | -57.4% | +82.7% | +27.2% |
| 3Y | +47.1% | -19.6% | +66.8% | +41.7% |
| 5Y | +50.1% | -40.0% | +90.1% | +43.8% |
| 10Y | +323.6% | +364.1% | -40.4% | +257.6% |
| All | +1,211.3% | -96.4% | +1,307.6% | +1,062.8% |
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