+235.6%
UPS vs AGI
+5,381.0%
-5,145.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -2.1% | +4.4% | -6.5% | -2.2% |
| 30D | -2.3% | +10.0% | -12.3% | -2.6% |
| 3M | -5.2% | +1.7% | -7.0% | -5.3% |
| 6M | +1.4% | -26.8% | +28.2% | +2.1% |
| YTD | +6.1% | -5.3% | +11.4% | +6.0% |
| 1Y | +27.0% | +11.5% | +15.5% | +26.2% |
| 3Y | -25.9% | +212.9% | -238.8% | -28.6% |
| 5Y | -34.6% | +388.8% | -423.4% | -37.8% |
| 10Y | +36.2% | +383.6% | -347.4% | +27.5% |
| All | +235.6% | +5,381.0% | -5,145.4% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling