+227.0%
UPS vs ADP
+1,175.4%
-948.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.3% |
| 7D | -2.9% | -3.4% | +0.5% | -1.5% |
| 30D | -3.5% | +2.8% | -6.3% | -4.6% |
| 3M | -5.7% | +20.9% | -26.6% | -13.1% |
| 6M | -4.4% | +29.9% | -34.2% | -14.9% |
| YTD | +8.0% | +9.6% | -1.6% | +2.6% |
| 1Y | +29.0% | -5.3% | +34.3% | +29.8% |
| 3Y | -27.7% | +16.5% | -44.2% | -33.9% |
| 5Y | -34.3% | +49.4% | -83.7% | -46.1% |
| 10Y | +37.8% | +282.2% | -244.4% | -25.1% |
| All | +227.0% | +1,175.4% | -948.4% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling