-33.1%
UPS vs ACM
+3.6%
-36.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +0.6% |
| 7D | +1.1% | +6.9% | -5.8% | -1.2% |
| 30D | +17.3% | +19.1% | -1.7% | +10.2% |
| 3M | +7.9% | -6.9% | +14.8% | +10.0% |
| 6M | +13.7% | -12.0% | +25.8% | +17.8% |
| YTD | +17.2% | -25.1% | +42.3% | +28.4% |
| 1Y | +23.2% | -45.4% | +68.7% | +54.0% |
| 3Y | -5.9% | -6.9% | +1.0% | -10.1% |
| 5Y | -33.1% | +3.7% | -36.8% | -40.8% |
| All | -33.1% | +3.6% | -36.6% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling