+36.2%
UPS vs AR
+45.1%
-9.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | -2.1% | -1.8% | -0.3% | -1.9% |
| 30D | -2.3% | +12.6% | -14.9% | -3.5% |
| 3M | -5.2% | +10.0% | -15.2% | -6.3% |
| 6M | +1.4% | +0.6% | +0.8% | +0.9% |
| YTD | +6.1% | +13.4% | -7.3% | +4.0% |
| 1Y | +27.0% | +21.7% | +5.3% | +23.3% |
| 3Y | -25.9% | +45.8% | -71.7% | -30.7% |
| 5Y | -34.6% | +144.3% | -178.8% | -43.3% |
| 10Y | +36.2% | +41.8% | -5.6% | +14.9% |
| All | +36.2% | +45.1% | -9.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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