+134,607.8%
UNH vs ADP
+10,597.0%
+124,010.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -1.7% | -5.7% | +4.0% | +0.8% |
| 30D | -3.8% | -3.1% | -0.7% | -2.7% |
| 3M | -4.3% | +15.6% | -19.9% | -10.7% |
| 6M | +38.6% | +20.8% | +17.8% | +26.2% |
| YTD | +20.7% | +4.7% | +15.9% | +16.7% |
| 1Y | +16.0% | -8.3% | +24.3% | +18.7% |
| 3Y | -13.5% | +13.6% | -27.0% | -20.3% |
| 5Y | +3.5% | +45.0% | -41.5% | -15.6% |
| 10Y | +245.3% | +279.0% | -33.6% | +84.6% |
| All | +134,607.8% | +10,597.0% | +124,010.8% | +13,781.4% |
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