+252.9%
UPS vs APA
+307.9%
-55.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.1% |
| 7D | -0.6% | +9.6% | -10.2% | -2.0% |
| 30D | +16.4% | -0.2% | +16.7% | +16.2% |
| 3M | +7.9% | +19.8% | -11.9% | +4.5% |
| 6M | +15.8% | +30.1% | -14.2% | +10.2% |
| YTD | +16.6% | +100.4% | -83.9% | +2.4% |
| 1Y | +22.3% | +105.2% | -82.9% | +6.9% |
| 3Y | -6.2% | +44.6% | -50.8% | -15.6% |
| 5Y | -34.4% | +88.8% | -123.2% | -45.2% |
| 10Y | +41.7% | +6.6% | +35.0% | +11.1% |
| All | +252.9% | +307.9% | -55.0% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling