-32.7%
APP vs UPS
+23.1%
-55.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.7% |
| 7D | +10.6% | -0.6% | +11.1% | +10.5% |
| 30D | +44.6% | +16.4% | +28.1% | +41.8% |
| 3M | +29.6% | +7.9% | +21.7% | +28.0% |
| 6M | -19.8% | +15.8% | -35.6% | -19.1% |
| YTD | -41.6% | +16.6% | -58.1% | -39.9% |
| 1Y | -32.7% | +22.3% | -55.0% | -30.0% |
| All | -32.7% | +23.1% | -55.8% | -30.0% |
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