-24.7%
ACN vs UPS
+27.3%
-51.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -1.5% | -2.9% | +1.4% | -1.0% |
| 30D | +9.4% | -3.5% | +12.9% | +10.0% |
| 3M | +5.6% | -5.7% | +11.4% | +6.3% |
| 6M | -9.3% | -4.4% | -4.9% | -8.6% |
| YTD | -29.0% | +8.0% | -37.0% | -31.6% |
| 1Y | -24.7% | +29.0% | -53.7% | -33.3% |
| All | -24.7% | +27.3% | -51.9% | -33.3% |
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