+20.6%
ABNB vs UPS
-22.5%
+43.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.2% |
| 7D | -4.4% | -2.1% | -2.3% | -3.4% |
| 30D | -2.0% | -2.3% | +0.3% | -0.9% |
| 3M | +29.8% | -5.2% | +35.1% | +32.2% |
| 6M | +31.0% | +1.4% | +29.6% | +28.4% |
| YTD | +28.6% | +6.1% | +22.5% | +22.6% |
| 1Y | +40.1% | +27.0% | +13.1% | +21.1% |
| 3Y | +19.7% | -25.9% | +45.6% | +31.8% |
| 5Y | +6.5% | -34.6% | +41.1% | +26.6% |
| All | +20.6% | -22.5% | +43.2% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling