+17.6%
ABNB vs UPS
-22.7%
+40.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -6.5% | -2.0% | -4.5% | -5.6% |
| 30D | -5.5% | -2.0% | -3.5% | -4.6% |
| 3M | +30.0% | -6.2% | +36.3% | +33.2% |
| 6M | +27.6% | +2.8% | +24.8% | +24.2% |
| YTD | +25.4% | +5.9% | +19.5% | +19.6% |
| 1Y | +38.3% | +26.2% | +12.1% | +19.9% |
| 3Y | +15.5% | -26.0% | +41.5% | +27.3% |
| 5Y | +3.0% | -34.3% | +37.3% | +22.6% |
| All | +17.6% | -22.7% | +40.3% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling