-21.8%
UPS vs ABCL
-81.3%
+59.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | -5.7% | +79.4% | -85.1% | -10.6% |
| 6M | -4.4% | +214.9% | -219.2% | -13.5% |
| YTD | +8.0% | +234.2% | -226.2% | -3.2% |
| 1Y | +29.0% | +174.8% | -145.7% | +16.6% |
| 3Y | -27.7% | +104.5% | -132.2% | -35.4% |
| 5Y | -34.3% | -39.0% | +4.7% | -40.1% |
| All | -21.8% | -81.3% | +59.5% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling