+30.6%
UPS vs ADP
+20.3%
+10.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.4% |
| 7D | +8.2% | +6.4% | +1.9% | +7.6% |
| 30D | +22.7% | +16.6% | +6.1% | +20.8% |
| 3M | +6.4% | +12.9% | -6.4% | +5.1% |
| 6M | +22.6% | +45.7% | -23.0% | +18.5% |
| YTD | +20.7% | +20.6% | +0.1% | +23.8% |
| 1Y | +30.6% | +20.5% | +10.1% | +33.4% |
| All | +30.6% | +20.3% | +10.3% | +33.4% |
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 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