+246.2%
UPS vs ADP
+1,302.5%
-1,056.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.0% |
| 7D | 0.0% | +3.2% | -3.2% | -1.2% |
| 30D | +17.3% | +14.9% | +2.4% | +11.0% |
| 3M | +6.6% | +11.6% | -5.0% | +1.9% |
| 6M | +12.0% | +48.5% | -36.5% | -5.2% |
| YTD | +14.4% | +20.6% | -6.2% | +4.5% |
| 1Y | +23.3% | +23.7% | -0.4% | +11.5% |
| 3Y | -9.6% | +47.8% | -57.4% | -24.8% |
| 5Y | -34.1% | +47.7% | -81.8% | -45.7% |
| 10Y | +49.5% | +324.0% | -274.5% | -22.1% |
| All | +246.2% | +1,302.5% | -1,056.3% | +9.5% |
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