+36.1%
UPS vs APA
-1.1%
+37.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -1.6% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | -3.7% | +9.3% | -13.1% | -4.9% |
| 3M | -6.6% | +23.3% | -29.9% | -9.5% |
| 6M | +2.6% | +39.5% | -36.9% | -3.1% |
| YTD | +4.8% | +87.6% | -82.8% | -5.3% |
| 1Y | +25.3% | +114.2% | -89.0% | +10.7% |
| 3Y | -26.9% | +13.6% | -40.4% | -31.2% |
| 5Y | -33.5% | +175.6% | -209.1% | -45.4% |
| 10Y | +36.1% | -2.6% | +38.7% | +13.8% |
| All | +36.1% | -1.1% | +37.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling