+1,697.2%
ACN vs UPS
+275.8%
+1,421.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | -1.5% | -2.9% | +1.4% | -0.1% |
| 30D | +9.4% | -3.5% | +12.9% | +11.2% |
| 3M | +5.6% | -5.7% | +11.4% | +7.8% |
| 6M | -9.3% | -4.4% | -4.9% | -9.0% |
| YTD | -29.0% | +8.0% | -37.0% | -33.0% |
| 1Y | -24.7% | +29.0% | -53.7% | -35.2% |
| 3Y | -39.8% | -27.7% | -12.1% | -33.8% |
| 5Y | -40.9% | -34.3% | -6.6% | -32.9% |
| 10Y | +91.1% | +37.8% | +53.3% | +33.0% |
| All | +1,697.2% | +275.8% | +1,421.4% | +486.8% |
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