-20.9%
UNH vs ADP
+44.7%
-65.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +6.5% | +11.9% | -5.4% | +3.0% |
| 3M | +0.8% | +13.7% | -12.9% | -3.1% |
| 6M | +6.1% | +46.8% | -40.7% | -6.9% |
| YTD | +24.5% | +21.8% | +2.7% | +17.8% |
| 1Y | +26.3% | +23.5% | +2.8% | +18.9% |
| All | -20.9% | +44.7% | -65.6% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling