+9.3%
ABT vs UPS
-27.1%
+36.4%
-39.6%
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 | -4.7% | -3.7% | -1.1% | -4.3% |
| 30D | -3.1% | -3.7% | +0.6% | -2.6% |
| 3M | +16.1% | -6.6% | +22.7% | +17.0% |
| 6M | -5.3% | +2.6% | -7.9% | -5.9% |
| YTD | -14.4% | +4.8% | -19.2% | -15.2% |
| 1Y | -18.4% | +25.3% | -43.7% | -21.3% |
| All | +9.3% | -27.1% | +36.4% | +12.2% |
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 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