+365.7%
ALAB vs UPS
-23.5%
+389.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.2% | -6.5% |
| 7D | +3.2% | -2.1% | +5.3% | +3.8% |
| 30D | -13.6% | -2.3% | -11.2% | -13.0% |
| 3M | -16.6% | -5.2% | -11.4% | -15.7% |
| 6M | +142.3% | +1.4% | +140.9% | +140.0% |
| YTD | +73.6% | +6.1% | +67.5% | +69.4% |
| 1Y | +33.7% | +27.0% | +6.7% | +24.9% |
| All | +365.7% | -23.5% | +389.2% | +345.7% |
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