-6.3%
UPS vs ABCL
+189.1%
-195.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +0.9% | -1.6% |
| 7D | -0.6% | +4.4% | -5.0% | -1.0% |
| 30D | +16.4% | -7.9% | +24.3% | +16.9% |
| 3M | +7.9% | +12.2% | -4.3% | +6.3% |
| 6M | +15.8% | +134.7% | -118.9% | +5.9% |
| YTD | +16.6% | +239.8% | -223.2% | +2.2% |
| 1Y | +22.3% | +192.7% | -170.4% | +8.5% |
| All | -6.3% | +189.1% | -195.3% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling