+16.2%
UPS vs ATI
+20.2%
-4.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +1.1% |
| 7D | -1.6% | +4.7% | -6.3% | -1.8% |
| 30D | +17.9% | -0.2% | +18.2% | +17.9% |
| 3M | +9.4% | -18.5% | +27.9% | +11.7% |
| 6M | +16.2% | +16.4% | -0.2% | +10.6% |
| All | +16.2% | +20.2% | -4.0% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling