-33.7%
UPS vs ADP
+49.8%
-83.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | -2.9% | -3.4% | +0.5% | -1.7% |
| 30D | -3.5% | +2.8% | -6.3% | -4.5% |
| 3M | -5.7% | +20.9% | -26.6% | -12.7% |
| 6M | -4.4% | +29.9% | -34.2% | -14.4% |
| YTD | +8.0% | +9.6% | -1.6% | +4.1% |
| 1Y | +29.0% | -5.3% | +34.3% | +32.7% |
| 3Y | -27.7% | +16.5% | -44.2% | -33.8% |
| All | -33.7% | +49.8% | -83.5% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling