-33.5%
UPS vs ATI
+951.9%
-985.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | +17.4% | -4.8% | +22.2% | +18.0% |
| 3M | +7.7% | -19.9% | +27.7% | +11.6% |
| 6M | +13.8% | +15.4% | -1.5% | +9.5% |
| YTD | +17.3% | +59.2% | -41.9% | +5.8% |
| 1Y | +27.2% | +86.3% | -59.1% | +11.4% |
| 3Y | -5.6% | +318.2% | -323.9% | -31.5% |
| 5Y | -33.5% | +958.6% | -992.2% | -61.1% |
| All | -33.5% | +951.9% | -985.5% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling