-29.0%
ADBE vs UPS
+29.2%
-58.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.1% | -2.4% |
| 7D | -12.9% | -3.4% | -9.5% | -12.8% |
| 30D | -5.6% | -2.7% | -2.9% | -5.5% |
| 3M | +6.6% | -1.6% | +8.3% | +6.7% |
| 6M | -9.6% | +2.3% | -11.9% | -10.1% |
| YTD | -28.9% | +5.6% | -34.5% | -30.7% |
| All | -29.0% | +29.2% | -58.3% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling