+151.0%
UPS vs APTV
+194.6%
-43.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.2% | -1.9% |
| 7D | -2.9% | +4.8% | -7.7% | -4.1% |
| 30D | -3.5% | +2.0% | -5.5% | -4.2% |
| 3M | -5.7% | -34.2% | +28.5% | +4.1% |
| 6M | -4.4% | -34.7% | +30.3% | +5.0% |
| YTD | +8.0% | -37.0% | +45.0% | +19.4% |
| 1Y | +29.0% | -40.4% | +69.4% | +44.5% |
| 3Y | -27.7% | -54.1% | +26.4% | -15.9% |
| 5Y | -34.3% | -68.0% | +33.7% | -18.9% |
| 10Y | +37.8% | -15.5% | +53.3% | +28.5% |
| All | +151.0% | +194.6% | -43.5% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling