+24.5%
ALAB vs UPS
+29.9%
-5.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -4.9% |
| 7D | -24.9% | +8.2% | -33.1% | -25.7% |
| 30D | -38.4% | +22.7% | -61.1% | -40.2% |
| 3M | -38.3% | +6.4% | -44.7% | -38.2% |
| 6M | +10.9% | +22.6% | -11.7% | +6.7% |
| YTD | +34.2% | +20.7% | +13.5% | +29.3% |
| 1Y | +24.5% | +30.6% | -6.1% | +20.5% |
| All | +24.5% | +29.9% | -5.4% | +20.5% |
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