-3.6%
UNH vs ADP
+49.7%
-53.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | +6.5% | +11.9% | -5.4% | +2.5% |
| 3M | +0.8% | +13.7% | -12.9% | -3.7% |
| 6M | +6.1% | +46.8% | -40.7% | -8.0% |
| YTD | +24.5% | +21.8% | +2.7% | +15.7% |
| 1Y | +26.3% | +23.5% | +2.8% | +16.8% |
| 3Y | -20.7% | +44.1% | -64.8% | -31.3% |
| 5Y | -3.6% | +49.9% | -53.4% | -20.7% |
| All | -3.6% | +49.7% | -53.3% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling