-34.5%
UPS vs AGI
+389.6%
-424.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.0% |
| 7D | -3.4% | -5.3% | +1.8% | -3.0% |
| 30D | -2.7% | +6.8% | -9.5% | -3.3% |
| 3M | -1.6% | +8.3% | -9.9% | -2.5% |
| 6M | +2.3% | -29.2% | +31.6% | +4.0% |
| YTD | +5.6% | -7.3% | +12.8% | +5.4% |
| 1Y | +27.1% | +8.0% | +19.0% | +25.6% |
| 3Y | -26.3% | +206.6% | -232.9% | -34.5% |
| 5Y | -34.5% | +398.1% | -432.6% | -44.0% |
| All | -34.5% | +389.6% | -424.1% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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