+400.4%
ALAB vs UPS
-22.2%
+422.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +10.9% | +10.1% |
| 7D | +7.2% | -2.9% | +10.1% | +8.0% |
| 30D | -2.5% | -3.5% | +1.0% | -1.7% |
| 3M | -13.3% | -5.7% | -7.6% | -12.3% |
| 6M | +172.8% | -4.4% | +177.2% | +171.9% |
| YTD | +86.6% | +8.0% | +78.6% | +81.2% |
| 1Y | +65.2% | +29.0% | +36.1% | +53.6% |
| All | +400.4% | -22.2% | +422.6% | +376.6% |
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