+79.3%
ADI vs UPS
+29.9%
+49.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -4.7% |
| 7D | -5.1% | +8.2% | -13.4% | -7.6% |
| 30D | -3.1% | +22.7% | -25.8% | -9.6% |
| 3M | +7.1% | +6.4% | +0.7% | +5.1% |
| 6M | +2.9% | +22.6% | -19.7% | -5.8% |
| YTD | +51.1% | +20.7% | +30.4% | +38.8% |
| 1Y | +79.3% | +30.6% | +48.7% | +61.0% |
| All | +79.3% | +29.9% | +49.4% | +61.0% |
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