-44.0%
ACN vs UPS
-35.0%
-9.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.4% |
| 7D | -6.3% | -3.7% | -2.7% | -5.1% |
| 30D | -1.4% | -3.7% | +2.4% | -0.1% |
| 3M | +2.6% | -6.6% | +9.1% | +4.3% |
| 6M | -14.3% | +2.6% | -16.9% | -16.2% |
| YTD | -33.1% | +4.8% | -37.9% | -35.3% |
| 1Y | -28.8% | +25.3% | -54.1% | -35.7% |
| 3Y | -43.0% | -26.9% | -16.1% | -38.6% |
| 5Y | -44.0% | -33.5% | -10.5% | -38.3% |
| All | -44.0% | -35.0% | -9.1% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling