-35.0%
UPS vs APA
+171.6%
-206.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -1.7% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | -3.7% | +9.3% | -13.1% | -5.1% |
| 3M | -6.6% | +23.3% | -29.9% | -9.9% |
| 6M | +2.6% | +39.5% | -36.9% | -4.3% |
| YTD | +4.8% | +87.6% | -82.8% | -7.7% |
| 1Y | +25.3% | +114.2% | -89.0% | +7.0% |
| 3Y | -26.9% | +13.6% | -40.4% | -32.6% |
| All | -35.0% | +171.6% | -206.5% | -47.8% |
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 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