+36.4%
UPS vs APTV
-16.1%
+52.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.0% | -5.0% | +3.1% | -0.7% |
| 30D | -2.0% | -6.1% | +4.1% | -0.5% |
| 3M | -6.2% | -33.0% | +26.8% | +3.1% |
| 6M | +2.8% | -35.2% | +38.0% | +13.1% |
| YTD | +5.9% | -40.1% | +46.0% | +18.7% |
| 1Y | +26.2% | -45.6% | +71.9% | +45.0% |
| 3Y | -26.0% | -54.4% | +28.4% | -13.7% |
| 5Y | -34.3% | -68.9% | +34.6% | -18.2% |
| All | +36.4% | -16.1% | +52.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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