-10.8%
UPS vs AS
+134.9%
-145.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.5% |
| 7D | 0.0% | +6.9% | -6.9% | -0.9% |
| 30D | +17.3% | +16.0% | +1.4% | +14.7% |
| 3M | +6.6% | -12.8% | +19.5% | +8.7% |
| 6M | +12.0% | -15.4% | +27.4% | +14.4% |
| YTD | +14.4% | -15.7% | +30.1% | +16.4% |
| 1Y | +23.3% | +6.1% | +17.2% | +21.6% |
| All | -10.8% | +134.9% | -145.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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