+27.2%
UPS vs ALM
+12.3%
+14.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +0.5% |
| 7D | +1.7% | -6.3% | +8.1% | +2.0% |
| 30D | +17.4% | -31.4% | +48.9% | +19.6% |
| 3M | +7.7% | -40.6% | +48.3% | +10.0% |
| 6M | +13.8% | -58.6% | +72.5% | +17.3% |
| YTD | +17.3% | -7.6% | +24.9% | +23.5% |
| 1Y | +27.2% | +13.8% | +13.3% | +35.8% |
| All | +27.2% | +12.3% | +14.9% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling