-41.9%
ACN vs UPS
-26.6%
-15.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.8% |
| 7D | -4.8% | -2.1% | -2.7% | -4.4% |
| 30D | +1.9% | -2.3% | +4.2% | +2.4% |
| 3M | +3.9% | -5.2% | +9.1% | +4.7% |
| 6M | -15.0% | +1.4% | -16.4% | -16.0% |
| YTD | -31.9% | +6.1% | -38.0% | -33.4% |
| 1Y | -28.5% | +27.0% | -55.5% | -32.9% |
| 3Y | -41.9% | -25.9% | -16.0% | -42.1% |
| All | -41.9% | -26.6% | -15.3% | -42.1% |
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 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