-23.2%
UPS vs ABCL
-81.2%
+58.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -2.3% | +65.1% | -67.4% | -6.3% |
| 3M | -5.2% | +111.1% | -116.3% | -11.2% |
| 6M | +1.4% | +231.6% | -230.2% | -8.7% |
| YTD | +6.1% | +234.5% | -228.4% | -4.9% |
| 1Y | +27.0% | +174.3% | -147.3% | +14.8% |
| 3Y | -25.9% | +111.5% | -137.4% | -33.9% |
| 5Y | -34.6% | -37.3% | +2.7% | -40.3% |
| All | -23.2% | -81.2% | +58.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling