+227.0%
UPS vs ALB
+1,971.7%
-1,744.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -0.1% |
| 7D | -2.9% | -8.1% | +5.2% | -1.0% |
| 30D | -3.5% | +6.3% | -9.8% | -5.3% |
| 3M | -5.7% | -23.6% | +17.9% | -0.2% |
| 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% | +9.1% |
| 3Y | -27.7% | -34.0% | +6.3% | -28.5% |
| 5Y | -34.3% | -44.6% | +10.3% | -35.5% |
| 10Y | +37.8% | +76.1% | -38.3% | -12.1% |
| All | +227.0% | +1,971.7% | -1,744.7% | -3.9% |
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 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