+527.5%
APP vs UPS
-19.6%
+547.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +3.2% |
| 7D | +4.6% | +3.8% | +0.8% | +3.0% |
| 30D | +56.0% | +17.4% | +38.7% | +45.0% |
| 3M | +30.8% | +8.2% | +22.6% | +25.7% |
| 6M | -9.8% | +17.9% | -27.7% | -16.7% |
| YTD | -39.3% | +18.7% | -58.0% | -45.3% |
| 1Y | -26.4% | +24.8% | -51.3% | -35.5% |
| 3Y | +887.9% | -4.5% | +892.5% | +832.5% |
| 5Y | +264.1% | -33.2% | +297.3% | +324.1% |
| All | +527.5% | -19.6% | +547.0% | +606.0% |
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 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