+22.3%
UPS vs ALC
-11.3%
+33.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.6% |
| 7D | -0.6% | -6.2% | +5.6% | +1.0% |
| 30D | +16.4% | +14.0% | +2.4% | +13.4% |
| 3M | +7.9% | -2.4% | +10.3% | +8.0% |
| 6M | +15.8% | +12.6% | +3.2% | +13.0% |
| YTD | +16.6% | -8.4% | +25.0% | +18.8% |
| 1Y | +22.3% | -9.1% | +31.4% | +25.0% |
| All | +22.3% | -11.3% | +33.6% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling