+185.0%
UPS vs ACM
+230.8%
-45.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.9% | -3.7% | +0.9% | -1.8% |
| 30D | -3.5% | -11.1% | +7.6% | -0.6% |
| 3M | -5.7% | -8.0% | +2.3% | -4.1% |
| 6M | -4.4% | -29.7% | +25.3% | +5.0% |
| YTD | +8.0% | -29.4% | +37.4% | +18.0% |
| 1Y | +29.0% | -46.4% | +75.5% | +52.3% |
| 3Y | -27.7% | -22.3% | -5.4% | -24.2% |
| 5Y | -34.3% | +4.5% | -38.8% | -37.3% |
| 10Y | +37.8% | +127.6% | -89.9% | -0.6% |
| All | +185.0% | +230.8% | -45.8% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling