+138.3%
ADI vs UPS
-34.8%
+173.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.5% | +4.7% |
| 7D | +4.6% | -2.0% | +6.5% | +5.5% |
| 30D | -1.2% | -2.0% | +0.8% | -0.3% |
| 3M | -7.8% | -6.2% | -1.6% | -5.4% |
| 6M | +19.3% | +2.8% | +16.6% | +16.5% |
| YTD | +40.9% | +5.9% | +35.0% | +35.3% |
| 1Y | +54.5% | +26.2% | +28.2% | +35.1% |
| 3Y | +123.4% | -26.0% | +149.4% | +146.0% |
| All | +138.3% | -34.8% | +173.0% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling