-33.7%
UPS vs ACM
+5.0%
-38.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -2.9% | -3.7% | +0.9% | -1.6% |
| 30D | -3.5% | -11.1% | +7.6% | +0.1% |
| 3M | -5.7% | -8.0% | +2.3% | -3.7% |
| 6M | -4.4% | -29.7% | +25.3% | +7.7% |
| YTD | +8.0% | -29.4% | +37.4% | +20.6% |
| 1Y | +29.0% | -46.4% | +75.5% | +60.5% |
| 3Y | -27.7% | -22.3% | -5.4% | -25.0% |
| All | -33.7% | +5.0% | -38.7% | -39.9% |
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