+44.3%
UPS vs ALB
+38.2%
+6.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +1.1% | +9.5% | -8.3% | -0.7% |
| 30D | +17.3% | -2.1% | +19.5% | +17.7% |
| 3M | +7.9% | -24.1% | +32.0% | +13.5% |
| 6M | +13.7% | -51.0% | +64.8% | +30.0% |
| YTD | +17.2% | -29.3% | +46.5% | +22.3% |
| 1Y | +23.2% | +3.2% | +20.1% | +18.3% |
| 3Y | -5.9% | -9.3% | +3.5% | -13.6% |
| 5Y | -33.1% | -61.6% | +28.6% | -28.4% |
| 10Y | +44.3% | +40.8% | +3.5% | -0.9% |
| All | +44.3% | +38.2% | +6.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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