-8.6%
UPS vs AS
+142.2%
-150.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.7% | +2.0% |
| 7D | +1.1% | +5.8% | -4.7% | +0.3% |
| 30D | +17.3% | +15.4% | +2.0% | +14.8% |
| 3M | +7.9% | -11.9% | +19.8% | +9.8% |
| 6M | +13.7% | -9.9% | +23.7% | +15.1% |
| YTD | +17.2% | -13.1% | +30.3% | +18.7% |
| 1Y | +23.2% | +9.9% | +13.4% | +20.9% |
| All | -8.6% | +142.2% | -150.8% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling