+254.7%
UPS vs ADM
+1,097.8%
-843.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | +1.1% | -7.8% | +9.0% | +3.2% |
| 30D | +17.3% | -12.6% | +29.9% | +21.3% |
| 3M | +7.9% | -8.2% | +16.1% | +9.9% |
| 6M | +13.7% | -8.9% | +22.6% | +15.9% |
| YTD | +17.2% | +24.0% | -6.8% | +9.7% |
| 1Y | +23.2% | +26.2% | -2.9% | +14.7% |
| 3Y | -5.9% | +7.0% | -12.9% | -10.6% |
| 5Y | -33.1% | +24.9% | -57.9% | -39.7% |
| 10Y | +44.3% | +102.6% | -58.3% | +12.8% |
| All | +254.7% | +1,097.8% | -843.0% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling