+36.1%
UPS vs AG
+64.8%
-28.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.3% | -1.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -3.7% | +12.5% | -16.2% | -4.3% |
| 3M | -6.6% | +28.2% | -34.7% | -7.7% |
| 6M | +2.6% | -18.8% | +21.4% | +2.9% |
| YTD | +4.8% | +27.4% | -22.6% | +3.1% |
| 1Y | +25.3% | +132.2% | -106.9% | +20.3% |
| 3Y | -26.9% | +286.9% | -313.7% | -32.0% |
| 5Y | -33.5% | +72.8% | -106.3% | -37.3% |
| 10Y | +36.1% | +74.6% | -38.5% | +28.6% |
| All | +36.1% | +64.8% | -28.7% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling