+110.2%
UPS vs ALM
+3,525.2%
-3,415.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.3% |
| 7D | -1.6% | -7.2% | +5.5% | -1.6% |
| 30D | +17.9% | -26.4% | +44.3% | +18.0% |
| 3M | +9.4% | -38.6% | +48.0% | +9.5% |
| 6M | +16.2% | -61.0% | +77.2% | +16.3% |
| YTD | +18.8% | -7.4% | +26.1% | +18.7% |
| 1Y | +26.1% | +14.0% | +12.1% | +26.1% |
| 3Y | -4.5% | +844.4% | -848.9% | -4.7% |
| 5Y | -33.2% | +410.8% | -444.0% | -33.4% |
| 10Y | +44.3% | +2,084.7% | -2,040.4% | +43.7% |
| All | +110.2% | +3,525.2% | -3,415.0% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling