+24.8%
UPS vs ALB
-15.8%
+40.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | +3.8% | -5.8% | +9.5% | +4.5% |
| 30D | +17.4% | -4.5% | +21.9% | +17.8% |
| 3M | +8.2% | -28.1% | +36.3% | +11.8% |
| 6M | +17.9% | -53.2% | +71.1% | +28.1% |
| YTD | +18.7% | -33.3% | +52.0% | +20.1% |
| 1Y | +24.8% | -17.4% | +42.2% | +20.8% |
| All | +24.8% | -15.8% | +40.6% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling