+27.2%
UPS vs ACM
-45.8%
+72.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +1.7% | +6.6% | -4.9% | +0.4% |
| 30D | +17.4% | +19.8% | -2.3% | +13.4% |
| 3M | +7.7% | -3.1% | +10.9% | +7.5% |
| 6M | +13.8% | -11.5% | +25.3% | +15.3% |
| YTD | +17.3% | -24.7% | +42.0% | +22.3% |
| 1Y | +27.2% | -45.1% | +72.2% | +37.5% |
| All | +27.2% | -45.8% | +72.9% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling