+36.1%
UPS vs ADP
+270.4%
-234.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.9% |
| 7D | -3.7% | -5.7% | +2.0% | -1.5% |
| 30D | -3.7% | -3.1% | -0.7% | -2.6% |
| 3M | -6.6% | +15.6% | -22.2% | -12.4% |
| 6M | +2.6% | +20.8% | -18.2% | -6.0% |
| YTD | +4.8% | +4.7% | 0.0% | +1.6% |
| 1Y | +25.3% | -8.3% | +33.6% | +28.3% |
| 3Y | -26.9% | +13.6% | -40.4% | -32.6% |
| 5Y | -33.5% | +45.0% | -78.5% | -45.2% |
| 10Y | +36.1% | +279.0% | -242.9% | -23.7% |
| All | +36.1% | +270.4% | -234.3% | -23.7% |
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 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