+246.2%
UPS vs ACGL
+7,491.6%
-7,245.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.6% |
| 7D | 0.0% | +0.9% | -0.8% | -0.2% |
| 30D | +17.3% | +13.7% | +3.6% | +13.2% |
| 3M | +6.6% | +8.0% | -1.4% | +4.3% |
| 6M | +12.0% | +13.3% | -1.3% | +7.7% |
| YTD | +14.4% | +11.8% | +2.5% | +10.2% |
| 1Y | +23.3% | +22.2% | +1.1% | +15.8% |
| 3Y | -9.6% | +32.5% | -42.1% | -18.6% |
| 5Y | -34.1% | +160.2% | -194.3% | -52.2% |
| 10Y | +49.5% | +338.5% | -289.0% | -9.6% |
| All | +246.2% | +7,491.6% | -7,245.4% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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