-25.8%
ACN vs UPS
-33.1%
+7.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | -3.8% | +3.8% | -7.6% | -5.1% |
| 30D | +16.5% | +17.4% | -0.8% | +10.1% |
| 3M | +41.5% | +8.2% | +33.3% | +37.4% |
| 6M | +60.1% | +17.9% | +42.1% | +49.8% |
| YTD | -3.9% | +18.7% | -22.6% | -11.1% |
| 1Y | +4.1% | +24.8% | -20.7% | -5.6% |
| 3Y | -15.9% | -4.5% | -11.3% | -19.7% |
| All | -25.8% | -33.1% | +7.3% | -17.4% |
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