-5.6%
UPS vs APA
+37.8%
-43.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +1.7% | -5.5% | +7.3% | +2.3% |
| 30D | +17.4% | -1.2% | +18.6% | +17.2% |
| 3M | +7.7% | +10.6% | -2.8% | +5.9% |
| 6M | +13.8% | +28.4% | -14.6% | +9.2% |
| YTD | +17.3% | +89.7% | -72.5% | +2.3% |
| 1Y | +27.2% | +90.6% | -63.4% | +10.7% |
| 3Y | -5.6% | +36.9% | -42.5% | -15.6% |
| All | -5.6% | +37.8% | -43.5% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling