-25.9%
UPS vs ADP
+13.9%
-39.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.1% |
| 7D | -2.1% | -5.5% | +3.4% | -1.1% |
| 30D | -2.3% | -1.2% | -1.1% | -2.1% |
| 3M | -5.2% | +17.9% | -23.1% | -8.7% |
| 6M | +1.4% | +20.3% | -18.9% | -2.9% |
| YTD | +6.1% | +5.8% | +0.3% | +5.7% |
| 1Y | +27.0% | -7.7% | +34.7% | +32.0% |
| 3Y | -25.9% | +14.7% | -40.6% | -29.0% |
| All | -25.9% | +13.9% | -39.8% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling