+1,915.7%
ADI vs UPS
+235.6%
+1,680.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | +1.3% | -3.4% | +4.7% | +3.4% |
| 30D | -6.0% | -2.7% | -3.2% | -4.5% |
| 3M | -7.7% | -1.6% | -6.1% | -7.5% |
| 6M | +14.0% | +2.3% | +11.6% | +10.9% |
| YTD | +34.4% | +5.6% | +28.8% | +27.9% |
| 1Y | +48.0% | +27.1% | +20.9% | +24.6% |
| 3Y | +113.3% | -26.3% | +139.6% | +141.7% |
| 5Y | +131.1% | -34.5% | +165.6% | +175.2% |
| 10Y | +628.7% | +37.1% | +591.6% | +383.4% |
| All | +1,915.7% | +235.6% | +1,680.2% | +570.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling