-33.7%
UPS vs AR
+143.7%
-177.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -2.9% | +2.5% | -5.4% | -3.1% |
| 30D | -3.5% | +14.8% | -18.3% | -4.8% |
| 3M | -5.7% | +6.2% | -11.9% | -6.4% |
| 6M | -4.4% | +4.3% | -8.7% | -5.2% |
| YTD | +8.0% | +14.4% | -6.3% | +5.7% |
| 1Y | +29.0% | +21.3% | +7.7% | +25.0% |
| 3Y | -27.7% | +39.8% | -67.5% | -32.9% |
| All | -33.7% | +143.7% | -177.5% | -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