-33.7%
UPS vs ALB
-44.4%
+10.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -0.4% |
| 7D | -2.9% | -8.1% | +5.2% | -1.5% |
| 30D | -3.5% | +6.3% | -9.8% | -4.8% |
| 3M | -5.7% | -23.6% | +17.9% | -1.6% |
| 6M | -4.4% | -24.6% | +20.2% | -0.6% |
| YTD | +8.0% | -10.3% | +18.3% | +7.7% |
| 1Y | +29.0% | +61.5% | -32.4% | +13.1% |
| 3Y | -27.7% | -34.0% | +6.3% | -28.3% |
| All | -33.7% | -44.4% | +10.7% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling