+43.7%
UPS vs ADP
+315.9%
-272.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +1.7% | +3.2% | -1.5% | +0.5% |
| 30D | +17.4% | +12.8% | +4.7% | +11.9% |
| 3M | +7.7% | +12.3% | -4.6% | +2.8% |
| 6M | +13.8% | +45.4% | -31.6% | -2.8% |
| YTD | +17.3% | +21.4% | -4.1% | +7.3% |
| 1Y | +27.2% | +23.7% | +3.5% | +15.3% |
| 3Y | -5.6% | +43.6% | -49.3% | -20.8% |
| 5Y | -33.5% | +48.7% | -82.2% | -45.7% |
| 10Y | +43.7% | +316.1% | -272.4% | -19.9% |
| All | +43.7% | +315.9% | -272.2% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling