-8.5%
UPS vs AS
+133.7%
-142.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.5% |
| 7D | +3.5% | +7.1% | -3.7% | +2.4% |
| 30D | +19.3% | +12.8% | +6.4% | +17.1% |
| 3M | +4.7% | -14.7% | +19.5% | +7.1% |
| 6M | +17.0% | -9.9% | +26.9% | +18.3% |
| YTD | +17.3% | -16.1% | +33.4% | +19.5% |
| 1Y | +27.4% | +0.2% | +27.2% | +26.6% |
| All | -8.5% | +133.7% | -142.2% | -19.7% |
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