+43.7%
UPS vs APD
+187.0%
-143.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.7% | -0.2% | +2.0% | +1.9% |
| 30D | +17.4% | +11.0% | +6.4% | +12.5% |
| 3M | +7.7% | +1.3% | +6.4% | +7.1% |
| 6M | +13.8% | +6.4% | +7.5% | +10.4% |
| YTD | +17.3% | +28.9% | -11.7% | +4.2% |
| 1Y | +27.2% | +23.2% | +3.9% | +14.8% |
| 3Y | -5.6% | +26.3% | -32.0% | -18.1% |
| 5Y | -33.5% | +12.0% | -45.6% | -40.4% |
| 10Y | +43.7% | +183.2% | -139.5% | -24.5% |
| All | +43.7% | +187.0% | -143.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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