+91.7%
USB vs ADP
+318.0%
-226.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | 0.0% | +3.2% | -3.2% | -1.8% |
| 30D | +5.8% | +14.9% | -9.1% | -2.5% |
| 3M | -6.0% | +11.6% | -17.6% | -12.2% |
| 6M | +7.8% | +48.5% | -40.7% | -16.0% |
| YTD | +14.6% | +20.6% | -6.0% | +0.5% |
| 1Y | +31.8% | +23.7% | +8.1% | +13.7% |
| 3Y | +91.5% | +47.8% | +43.7% | +46.4% |
| 5Y | +22.0% | +47.7% | -25.7% | -8.9% |
| All | +91.7% | +318.0% | -226.3% | -6.8% |
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