+36.0%
UPS vs ALM
+2,776.7%
-2,740.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.4% | +0.9% |
| 7D | -3.4% | -7.1% | +3.7% | -3.3% |
| 30D | -2.7% | +24.7% | -27.4% | -3.1% |
| 3M | -1.6% | +8.3% | -9.9% | -1.9% |
| 6M | +2.3% | -22.2% | +24.5% | +2.3% |
| YTD | +5.6% | +88.1% | -82.5% | +4.6% |
| 1Y | +27.1% | +272.4% | -245.3% | +25.1% |
| 3Y | -26.3% | +2,004.1% | -2,030.4% | -28.4% |
| 5Y | -34.5% | +915.8% | -950.3% | -36.3% |
| All | +36.0% | +2,776.7% | -2,740.8% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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