+258.3%
UPS vs ATI
+957.9%
-699.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +2.4% |
| 7D | +3.8% | +4.2% | -0.4% | +3.1% |
| 30D | +17.4% | -2.5% | +19.9% | +17.4% |
| 3M | +8.2% | -19.4% | +27.6% | +11.4% |
| 6M | +17.9% | +11.1% | +6.9% | +14.9% |
| YTD | +18.7% | +59.5% | -40.8% | +8.7% |
| 1Y | +24.8% | +85.8% | -61.0% | +11.5% |
| 3Y | -4.5% | +311.9% | -316.4% | -26.9% |
| 5Y | -33.2% | +963.2% | -996.5% | -57.0% |
| 10Y | +44.2% | +977.6% | -933.4% | -16.7% |
| All | +258.3% | +957.9% | -699.6% | +60.7% |
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