+36.1%
UPS vs ACM
+124.8%
-88.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.3% |
| 7D | -3.7% | -3.7% | 0.0% | -2.5% |
| 30D | -3.7% | -12.7% | +8.9% | 0.0% |
| 3M | -6.6% | -9.8% | +3.2% | -4.2% |
| 6M | +2.6% | -31.4% | +34.0% | +14.5% |
| YTD | +4.8% | -32.1% | +36.9% | +16.8% |
| 1Y | +25.3% | -47.8% | +73.1% | +51.6% |
| 3Y | -26.9% | -22.1% | -4.8% | -23.3% |
| 5Y | -33.5% | +1.8% | -35.3% | -36.4% |
| 10Y | +36.1% | +132.5% | -96.5% | -0.5% |
| All | +36.1% | +124.8% | -88.7% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling