+98.3%
USB vs ADP
+16.9%
+81.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | +1.4% | -3.4% | +4.9% | +2.7% |
| 30D | -1.3% | +2.8% | -4.1% | -2.5% |
| 3M | +15.2% | +20.9% | -5.7% | +6.2% |
| 6M | +18.8% | +29.9% | -11.0% | +5.6% |
| YTD | +21.0% | +9.6% | +11.4% | +17.7% |
| 1Y | +34.0% | -5.3% | +39.3% | +41.8% |
| All | +98.3% | +16.9% | +81.4% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling