+1,183.2%
ABT vs UPS
+243.4%
+939.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -3.7% | -2.9% | -0.8% | -2.8% |
| 30D | +2.5% | -3.5% | +6.0% | +3.5% |
| 3M | +20.2% | -5.7% | +25.9% | +21.9% |
| 6M | -2.9% | -4.4% | +1.4% | -2.4% |
| YTD | -11.9% | +8.0% | -20.0% | -14.9% |
| 1Y | -16.5% | +29.0% | -45.6% | -23.9% |
| 3Y | +12.1% | -27.7% | +39.8% | +19.4% |
| 5Y | -7.4% | -34.3% | +26.9% | +0.2% |
| 10Y | +210.7% | +37.8% | +172.9% | +153.0% |
| All | +1,183.2% | +243.4% | +939.9% | +689.9% |
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