-25.9%
UPS vs ALC
-15.5%
-10.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | -2.1% | -3.7% | +1.5% | -1.1% |
| 30D | -2.3% | -3.7% | +1.4% | -1.4% |
| 3M | -5.2% | +4.6% | -9.8% | -6.6% |
| 6M | +1.4% | -14.6% | +16.0% | +5.6% |
| YTD | +6.1% | -11.9% | +18.0% | +9.3% |
| 1Y | +27.0% | -13.1% | +40.1% | +31.2% |
| 3Y | -25.9% | -15.0% | -10.9% | -23.7% |
| All | -25.9% | -15.5% | -10.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALC 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling