+227.0%
UPS vs ACGL
+6,842.0%
-6,615.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.7% |
| 7D | -2.9% | -0.7% | -2.1% | -2.7% |
| 30D | -3.5% | -1.0% | -2.5% | -3.3% |
| 3M | -5.7% | +11.0% | -16.8% | -8.7% |
| 6M | -4.4% | -0.3% | -4.0% | -4.7% |
| YTD | +8.0% | +2.3% | +5.7% | +6.7% |
| 1Y | +29.0% | +6.4% | +22.7% | +25.8% |
| 3Y | -27.7% | +34.0% | -61.7% | -35.3% |
| 5Y | -34.3% | +161.6% | -196.0% | -52.5% |
| 10Y | +37.8% | +278.6% | -240.8% | -13.3% |
| All | +227.0% | +6,842.0% | -6,615.0% | +30.9% |
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