+378.5%
APP vs UPS
-28.1%
+406.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.9% |
| 7D | +0.1% | -2.1% | +2.2% | +1.0% |
| 30D | -10.0% | -2.3% | -7.7% | -9.1% |
| 3M | -44.6% | -5.2% | -39.4% | -43.4% |
| 6M | -37.9% | +1.4% | -39.3% | -38.9% |
| YTD | -53.7% | +6.1% | -59.8% | -55.9% |
| 1Y | -43.0% | +27.0% | -70.0% | -51.0% |
| 3Y | +640.8% | -25.9% | +666.7% | +718.1% |
| 5Y | +358.8% | -34.6% | +393.4% | +458.4% |
| All | +378.5% | -28.1% | +406.7% | +468.9% |
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