+36.1%
UPS vs ADM
+171.4%
-135.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.1% |
| 7D | -3.7% | +1.4% | -5.0% | -4.1% |
| 30D | -3.7% | +8.2% | -12.0% | -6.4% |
| 3M | -6.6% | +8.7% | -15.3% | -9.5% |
| 6M | +2.6% | +29.1% | -26.5% | -6.9% |
| YTD | +4.8% | +53.7% | -48.9% | -10.7% |
| 1Y | +25.3% | +43.2% | -18.0% | +9.0% |
| 3Y | -26.9% | +21.4% | -48.3% | -34.2% |
| 5Y | -33.5% | +67.1% | -100.6% | -49.6% |
| 10Y | +36.1% | +176.6% | -140.5% | -19.8% |
| All | +36.1% | +171.4% | -135.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling