+31.4%
UNH vs ADP
-4.5%
+35.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.5% |
| 7D | +1.1% | -3.4% | +4.5% | +1.9% |
| 30D | -3.8% | +2.8% | -6.6% | -4.5% |
| 3M | +0.7% | +20.9% | -20.2% | -4.9% |
| 6M | +37.9% | +29.9% | +8.0% | +27.2% |
| YTD | +21.9% | +9.6% | +12.3% | +23.9% |
| 1Y | +31.4% | -5.3% | +36.6% | +40.0% |
| All | +31.4% | -4.5% | +35.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling