-25.9%
UPS vs ABCL
+104.5%
-130.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -2.9% | +0.7% | -3.6% | -2.9% |
| 30D | -3.5% | +93.1% | -96.6% | -9.3% |
| 3M | -5.7% | +79.4% | -85.1% | -11.2% |
| 6M | -4.4% | +214.9% | -219.2% | -15.1% |
| YTD | +8.0% | +234.2% | -226.2% | -5.1% |
| 1Y | +29.0% | +174.8% | -145.7% | +14.3% |
| All | -25.9% | +104.5% | -130.4% | -33.6% |
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