+887.9%
APP vs UPS
-4.2%
+892.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +3.6% |
| 7D | +4.6% | +3.8% | +0.8% | +3.9% |
| 30D | +56.0% | +17.4% | +38.7% | +50.6% |
| 3M | +30.8% | +8.2% | +22.6% | +28.3% |
| 6M | -9.8% | +17.9% | -27.7% | -12.8% |
| YTD | -39.3% | +18.7% | -58.0% | -42.1% |
| 1Y | -26.4% | +24.8% | -51.3% | -30.8% |
| 3Y | +887.9% | -4.5% | +892.5% | +831.5% |
| All | +887.9% | -4.2% | +892.1% | +831.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling