+107.6%
UPS vs ALM
+3,516.3%
-3,408.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +0.1% |
| 7D | +1.7% | -6.3% | +8.1% | +1.7% |
| 30D | +17.4% | -31.4% | +48.9% | +17.5% |
| 3M | +7.7% | -40.6% | +48.3% | +7.8% |
| 6M | +13.8% | -58.6% | +72.5% | +14.0% |
| YTD | +17.3% | -7.6% | +24.9% | +17.3% |
| 1Y | +27.2% | +13.8% | +13.3% | +27.1% |
| 3Y | -5.6% | +842.1% | -847.8% | -5.9% |
| 5Y | -33.5% | +407.4% | -440.9% | -33.7% |
| 10Y | +43.7% | +2,079.4% | -2,035.7% | +43.0% |
| All | +107.6% | +3,516.3% | -3,408.8% | +105.0% |
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