-9.6%
UPS vs APD
+11.7%
-21.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | 0.0% | -3.7% | +3.7% | +1.0% |
| 30D | +17.3% | +9.6% | +7.7% | +14.8% |
| 3M | +6.6% | +1.6% | +5.0% | +6.2% |
| 6M | +12.0% | +2.2% | +9.8% | +11.3% |
| YTD | +14.4% | +25.9% | -11.5% | +7.3% |
| 1Y | +23.3% | +20.1% | +3.2% | +16.9% |
| 3Y | -9.6% | +12.4% | -22.0% | -14.4% |
| All | -9.6% | +11.7% | -21.3% | -14.4% |
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