+96.6%
USB vs ADP
+48.6%
+48.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.0% |
| 7D | +2.4% | +6.4% | -4.0% | +0.2% |
| 30D | +6.6% | +16.6% | -10.1% | +0.8% |
| 3M | -4.1% | +12.9% | -17.0% | -8.4% |
| 6M | +12.5% | +45.7% | -33.2% | -4.1% |
| YTD | +17.6% | +20.6% | -3.0% | +11.1% |
| 1Y | +36.5% | +20.5% | +16.0% | +28.8% |
| All | +96.6% | +48.6% | +48.0% | +64.3% |
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