+226.1%
UPS vs ATI
+1,117.2%
-891.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.7% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -3.5% | +2.7% | -6.2% | -4.1% |
| 3M | -5.7% | +16.3% | -22.0% | -8.3% |
| 6M | -4.4% | +30.2% | -34.5% | -9.0% |
| YTD | +8.0% | +83.6% | -75.5% | -2.8% |
| 1Y | +29.0% | +173.0% | -144.0% | +8.7% |
| 3Y | -27.7% | +356.6% | -384.4% | -45.4% |
| 5Y | -34.3% | +1,074.2% | -1,108.5% | -58.3% |
| 10Y | +37.8% | +1,136.2% | -1,098.4% | -22.3% |
| All | +226.1% | +1,117.2% | -891.0% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling