+20.0%
UPS vs ALC
+20.4%
-0.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -3.7% | -5.3% | +1.6% | -2.0% |
| 30D | -3.7% | -7.1% | +3.3% | -1.5% |
| 3M | -6.6% | +0.8% | -7.3% | -7.0% |
| 6M | +2.6% | -16.0% | +18.5% | +7.7% |
| YTD | +4.8% | -12.7% | +17.5% | +8.5% |
| 1Y | +25.3% | -12.8% | +38.1% | +29.5% |
| 3Y | -26.9% | -15.8% | -11.0% | -24.7% |
| 5Y | -33.5% | -16.7% | -16.9% | -32.8% |
| All | +20.0% | +20.4% | -0.4% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling