-34.5%
UPS vs ADP
+47.3%
-81.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.0% |
| 7D | 0.0% | +3.2% | -3.2% | -1.1% |
| 30D | +17.3% | +14.9% | +2.4% | +11.4% |
| 3M | +6.6% | +11.6% | -5.0% | +2.3% |
| 6M | +12.0% | +48.5% | -36.5% | -4.5% |
| YTD | +14.4% | +20.6% | -6.2% | +6.3% |
| 1Y | +23.3% | +23.7% | -0.4% | +13.2% |
| 3Y | -9.6% | +47.8% | -57.4% | -26.0% |
| All | -34.5% | +47.3% | -81.8% | -47.6% |
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