+36.1%
UPS vs ARWR
+978.7%
-942.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -1.0% |
| 7D | -3.7% | -3.2% | -0.5% | -3.4% |
| 30D | -3.7% | -6.5% | +2.7% | -3.3% |
| 3M | -6.6% | +12.7% | -19.2% | -7.6% |
| 6M | +2.6% | +36.2% | -33.6% | -0.2% |
| YTD | +4.8% | +24.5% | -19.7% | +2.5% |
| 1Y | +25.3% | +198.0% | -172.7% | +14.4% |
| 3Y | -26.9% | +176.4% | -203.2% | -35.0% |
| 5Y | -33.5% | +26.6% | -60.1% | -39.5% |
| 10Y | +36.1% | +1,054.1% | -1,018.0% | +12.5% |
| All | +36.1% | +978.7% | -942.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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