+355.9%
APH vs UPS
-34.4%
+390.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | +5.0% | -2.9% | +7.8% | +5.9% |
| 30D | -3.9% | -3.5% | -0.4% | -2.9% |
| 3M | +13.0% | -5.7% | +18.7% | +14.8% |
| 6M | +25.2% | -4.4% | +29.5% | +26.0% |
| YTD | +22.9% | +8.0% | +14.9% | +18.7% |
| 1Y | +47.8% | +29.0% | +18.8% | +33.8% |
| 3Y | +283.0% | -27.7% | +310.7% | +315.3% |
| All | +355.9% | -34.4% | +390.4% | +404.1% |
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