+384.5%
ALAB vs UPS
-24.5%
+409.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.4% |
| 7D | +9.6% | -3.7% | +13.3% | +10.7% |
| 30D | -5.3% | -3.7% | -1.5% | -4.3% |
| 3M | -12.0% | -6.6% | -5.5% | -10.8% |
| 6M | +145.7% | +2.6% | +143.2% | +143.3% |
| YTD | +80.7% | +4.8% | +75.9% | +76.9% |
| 1Y | +40.1% | +25.3% | +14.8% | +31.4% |
| All | +384.5% | -24.5% | +409.0% | +365.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling