+138,844.1%
UNH vs ADP
+12,335.4%
+126,508.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -1.6% | +0.9% | -2.5% | -2.0% |
| 30D | +6.5% | +11.9% | -5.4% | +1.4% |
| 3M | +0.8% | +13.7% | -12.9% | -5.0% |
| 6M | +6.1% | +46.8% | -40.7% | -11.0% |
| YTD | +24.5% | +21.8% | +2.7% | +12.6% |
| 1Y | +26.3% | +23.5% | +2.8% | +13.6% |
| 3Y | -20.7% | +44.1% | -64.8% | -33.9% |
| 5Y | -3.6% | +49.9% | -53.4% | -22.6% |
| 10Y | +225.1% | +318.8% | -93.7% | +66.0% |
| All | +138,844.1% | +12,335.4% | +126,508.7% | +13,294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling