+227.0%
UPS vs APD
+2,197.7%
-1,970.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -2.9% | -2.2% | -0.7% | -2.1% |
| 30D | -3.5% | +2.1% | -5.6% | -4.4% |
| 3M | -5.7% | +7.2% | -12.9% | -8.5% |
| 6M | -4.4% | +11.2% | -15.6% | -8.8% |
| YTD | +8.0% | +24.4% | -16.4% | -1.5% |
| 1Y | +29.0% | +6.7% | +22.4% | +24.1% |
| 3Y | -27.7% | +9.2% | -37.0% | -32.7% |
| 5Y | -34.3% | +27.4% | -61.7% | -43.0% |
| 10Y | +37.8% | +164.8% | -127.0% | -11.6% |
| All | +227.0% | +2,197.7% | -1,970.7% | +18.6% |
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