-25.9%
UPS vs ADM
+18.1%
-43.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -2.3% | +11.0% | -13.3% | -4.3% |
| 3M | -5.2% | +6.0% | -11.2% | -6.4% |
| 6M | +1.4% | +26.9% | -25.5% | -3.9% |
| YTD | +6.1% | +50.0% | -43.9% | -3.0% |
| 1Y | +27.0% | +39.6% | -12.6% | +17.5% |
| All | -25.9% | +18.1% | -43.9% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling