+78.2%
AAPL vs UPS
-27.1%
+105.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -3.0% | -3.7% | +0.7% | -1.9% |
| 30D | +2.3% | -3.7% | +6.0% | +3.4% |
| 3M | +8.6% | -6.6% | +15.2% | +10.3% |
| 6M | +21.6% | +2.6% | +19.0% | +19.3% |
| YTD | +16.3% | +4.8% | +11.5% | +13.1% |
| 1Y | +35.1% | +25.3% | +9.8% | +23.3% |
| All | +78.2% | -27.1% | +105.3% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling