+36.1%
UPS vs ALB
+80.1%
-44.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.6% | -0.7% |
| 7D | -3.7% | -8.6% | +4.9% | -2.0% |
| 30D | -3.7% | -4.0% | +0.3% | -3.2% |
| 3M | -6.6% | -17.4% | +10.8% | -3.5% |
| 6M | +2.6% | -25.4% | +27.9% | +7.2% |
| YTD | +4.8% | -10.5% | +15.3% | +4.6% |
| 1Y | +25.3% | +75.8% | -50.5% | +6.9% |
| 3Y | -26.9% | -28.5% | +1.7% | -28.7% |
| 5Y | -33.5% | -45.1% | +11.6% | -34.1% |
| 10Y | +36.1% | +87.3% | -51.2% | -12.1% |
| All | +36.1% | +80.1% | -44.0% | -12.1% |
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