+176.4%
UPS vs AG
+264.0%
-87.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.4% | -1.6% |
| 7D | -0.6% | -6.0% | +5.4% | -0.3% |
| 30D | +16.4% | -14.3% | +30.8% | +17.3% |
| 3M | +7.9% | -26.9% | +34.8% | +9.4% |
| 6M | +15.8% | -42.1% | +58.0% | +18.5% |
| YTD | +16.6% | -15.9% | +32.4% | +16.6% |
| 1Y | +22.3% | +11.5% | +10.8% | +20.5% |
| 3Y | -6.2% | +208.0% | -214.2% | -13.5% |
| 5Y | -34.4% | +2.4% | -36.8% | -37.2% |
| 10Y | +41.7% | +77.0% | -35.4% | +26.4% |
| All | +176.4% | +264.0% | -87.6% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling