-21.4%
ABT vs UPS
+29.6%
-51.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.9% | -2.0% | -3.9% | -5.7% |
| 30D | -8.1% | -2.0% | -6.1% | -7.9% |
| 3M | +14.5% | -6.2% | +20.8% | +15.2% |
| 6M | -6.3% | +2.8% | -9.1% | -6.7% |
| YTD | -17.1% | +5.9% | -23.0% | -17.6% |
| 1Y | -21.4% | +26.2% | -47.6% | -23.1% |
| All | -21.4% | +29.6% | -51.0% | -23.1% |
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