-25.1%
UPS vs APD
+11.2%
-36.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.9% | -2.2% | -0.7% | -2.3% |
| 30D | -3.5% | +2.1% | -5.6% | -4.1% |
| 3M | -5.7% | +7.2% | -12.9% | -7.5% |
| 6M | -4.4% | +11.2% | -15.6% | -7.3% |
| YTD | +8.0% | +24.4% | -16.4% | +1.5% |
| 1Y | +29.0% | +6.7% | +22.4% | +26.2% |
| All | -25.1% | +11.2% | -36.3% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling