+25.3%
UPS vs ACM
-48.7%
+74.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.7% |
| 7D | -3.7% | -3.7% | 0.0% | -3.1% |
| 30D | -3.7% | -12.7% | +8.9% | -1.7% |
| 3M | -6.6% | -9.8% | +3.2% | -5.2% |
| 6M | +2.6% | -31.4% | +34.0% | +9.3% |
| YTD | +4.8% | -32.1% | +36.9% | +12.0% |
| 1Y | +25.3% | -47.8% | +73.1% | +40.1% |
| All | +25.3% | -48.7% | +74.0% | +40.1% |
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