-25.9%
UPS vs ATI
+361.7%
-387.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -2.1% | +3.2% | -5.3% | -2.6% |
| 30D | -2.3% | -9.0% | +6.7% | -0.9% |
| 3M | -5.2% | +15.1% | -20.3% | -7.9% |
| 6M | +1.4% | +38.1% | -36.7% | -4.7% |
| YTD | +6.1% | +80.7% | -74.5% | -4.4% |
| 1Y | +27.0% | +167.5% | -140.5% | +8.0% |
| 3Y | -25.9% | +366.0% | -391.9% | -40.3% |
| All | -25.9% | +361.7% | -387.7% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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