-34.6%
UPS vs ALM
+1,033.0%
-1,067.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.8% | -10.6% | -2.1% |
| 7D | -2.1% | +8.4% | -10.5% | -2.4% |
| 30D | -2.3% | +34.8% | -37.2% | -3.4% |
| 3M | -5.2% | +16.2% | -21.4% | -6.1% |
| 6M | +1.4% | +2.1% | -0.7% | +0.6% |
| YTD | +6.1% | +117.0% | -110.9% | +3.1% |
| 1Y | +27.0% | +313.9% | -286.9% | +21.1% |
| 3Y | -25.9% | +2,327.9% | -2,353.9% | -33.6% |
| 5Y | -34.6% | +1,040.6% | -1,075.2% | -41.6% |
| All | -34.6% | +1,033.0% | -1,067.6% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling