+36.1%
UPS vs APD
+162.9%
-126.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.9% |
| 7D | -3.7% | -4.6% | +0.9% | -1.8% |
| 30D | -3.7% | -4.2% | +0.5% | -2.1% |
| 3M | -6.6% | +5.0% | -11.5% | -8.8% |
| 6M | +2.6% | +8.9% | -6.4% | -1.8% |
| YTD | +4.8% | +21.9% | -17.1% | -4.7% |
| 1Y | +25.3% | +5.6% | +19.7% | +20.6% |
| 3Y | -26.9% | +6.9% | -33.7% | -31.9% |
| 5Y | -33.5% | +25.3% | -58.9% | -43.8% |
| 10Y | +36.1% | +169.1% | -133.0% | -27.2% |
| All | +36.1% | +162.9% | -126.8% | -27.2% |
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