+654.6%
APP vs UPS
-25.0%
+679.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +0.9% | -2.9% | +3.8% | +1.5% |
| 30D | -23.3% | -3.5% | -19.8% | -22.5% |
| 3M | -42.6% | -5.7% | -36.9% | -41.9% |
| 6M | -33.6% | -4.4% | -29.2% | -33.2% |
| YTD | -52.4% | +8.0% | -60.4% | -53.7% |
| 1Y | -35.9% | +29.0% | -64.9% | -41.1% |
| All | +654.6% | -25.0% | +679.6% | +718.1% |
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