-32.7%
UPS vs APA
+94.1%
-126.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.6% |
| 7D | +3.8% | +8.5% | -4.8% | +2.6% |
| 30D | +17.4% | +2.8% | +14.6% | +16.6% |
| 3M | +8.2% | +21.7% | -13.5% | +4.6% |
| 6M | +17.9% | +32.6% | -14.7% | +11.9% |
| YTD | +18.7% | +103.7% | -85.0% | +2.6% |
| 1Y | +24.8% | +101.8% | -77.0% | +7.9% |
| 3Y | -4.5% | +48.1% | -52.6% | -16.1% |
| All | -32.7% | +94.1% | -126.8% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling