+292.6%
APP vs UPS
-34.3%
+326.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.3% | +11.0% |
| 7D | +71.2% | 0.0% | +71.2% | +70.4% |
| 30D | +39.1% | +17.3% | +21.7% | +28.0% |
| 3M | +16.5% | +6.6% | +9.9% | +12.2% |
| 6M | -16.6% | +12.0% | -28.6% | -21.8% |
| YTD | -41.9% | +14.4% | -56.3% | -47.5% |
| 1Y | -37.0% | +23.3% | -60.3% | -45.7% |
| 3Y | +892.4% | -9.6% | +902.1% | +851.8% |
| All | +292.6% | -34.3% | +326.9% | +386.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling