+7.7%
AAL vs UPS
+29.9%
-22.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.6% | +3.8% |
| 7D | +8.3% | +8.2% | +0.1% | +4.0% |
| 30D | +6.2% | +22.7% | -16.5% | -4.4% |
| 3M | -17.7% | +6.4% | -24.1% | -20.4% |
| 6M | +15.4% | +22.6% | -7.2% | +1.3% |
| YTD | -11.1% | +20.7% | -31.8% | -21.8% |
| 1Y | +7.7% | +30.6% | -22.9% | -11.2% |
| All | +7.7% | +29.9% | -22.2% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling