-25.1%
UPS vs ALM
+2,118.4%
-2,143.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -2.9% | -2.6% | -0.3% | -2.8% |
| 30D | -3.5% | +32.0% | -35.5% | -4.6% |
| 3M | -5.7% | -15.0% | +9.3% | -5.7% |
| 6M | -4.4% | -10.1% | +5.8% | -4.8% |
| YTD | +8.0% | +99.4% | -91.4% | +5.2% |
| 1Y | +29.0% | +316.4% | -287.3% | +23.1% |
| All | -25.1% | +2,118.4% | -2,143.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling