+246.2%
UPS vs APD
+2,224.9%
-1,978.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.9% |
| 7D | 0.0% | -3.7% | +3.7% | +1.5% |
| 30D | +17.3% | +9.6% | +7.7% | +13.4% |
| 3M | +6.6% | +1.6% | +5.0% | +5.9% |
| 6M | +12.0% | +2.2% | +9.8% | +10.6% |
| YTD | +14.4% | +25.9% | -11.5% | +3.9% |
| 1Y | +23.3% | +20.1% | +3.2% | +13.7% |
| 3Y | -9.6% | +12.4% | -22.0% | -16.7% |
| 5Y | -34.1% | +11.1% | -45.2% | -39.7% |
| 10Y | +49.5% | +190.1% | -140.6% | -7.2% |
| All | +246.2% | +2,224.9% | -1,978.7% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling