+246.2%
UPS vs ALB
+1,533.7%
-1,287.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | 0.0% | +9.1% | -9.0% | -2.1% |
| 30D | +17.3% | -3.4% | +20.8% | +18.2% |
| 3M | +6.6% | -20.6% | +27.2% | +12.1% |
| 6M | +12.0% | -48.2% | +60.2% | +29.6% |
| YTD | +14.4% | -29.2% | +43.6% | +20.4% |
| 1Y | +23.3% | +10.0% | +13.3% | +15.7% |
| 3Y | -9.6% | -12.9% | +3.3% | -17.2% |
| 5Y | -34.1% | -61.3% | +27.2% | -29.1% |
| 10Y | +49.5% | +35.8% | +13.7% | +1.5% |
| All | +246.2% | +1,533.7% | -1,287.5% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling