-34.5%
UPS vs AR
+71.8%
-106.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.4% |
| 7D | 0.0% | -14.3% | +14.3% | +1.5% |
| 30D | +17.3% | +1.4% | +15.9% | +17.0% |
| 3M | +6.6% | +3.4% | +3.2% | +6.0% |
| 6M | +12.0% | -2.1% | +14.1% | +11.8% |
| YTD | +14.4% | +4.7% | +9.7% | +12.6% |
| 1Y | +23.3% | +10.6% | +12.7% | +20.4% |
| 3Y | -9.6% | +24.6% | -34.2% | -15.4% |
| All | -34.5% | +71.8% | -106.3% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling