-55.4%
APP vs UPS
+29.9%
-85.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.0% | +10.2% |
| 7D | +4.5% | +8.2% | -3.7% | +3.9% |
| 30D | -3.6% | +22.7% | -26.4% | -4.8% |
| 3M | -35.3% | +6.4% | -41.7% | -35.8% |
| 6M | -42.8% | +22.6% | -65.4% | -41.4% |
| YTD | -59.7% | +20.7% | -80.4% | -57.1% |
| 1Y | -55.4% | +30.6% | -86.0% | -50.0% |
| All | -55.4% | +29.9% | -85.3% | -50.0% |
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