+92.7%
USB vs ADP
+323.2%
-230.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.8% |
| 7D | -1.5% | +7.4% | -8.8% | -5.5% |
| 30D | +4.3% | +17.1% | -12.8% | -4.9% |
| 3M | -6.1% | +14.4% | -20.5% | -13.6% |
| 6M | +9.4% | +47.9% | -38.5% | -14.5% |
| YTD | +15.2% | +22.1% | -6.9% | +0.3% |
| 1Y | +32.8% | +21.8% | +11.0% | +15.7% |
| 3Y | +91.3% | +50.5% | +40.8% | +44.7% |
| 5Y | +22.7% | +49.6% | -26.9% | -9.1% |
| All | +92.7% | +323.2% | -230.5% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling