+30.6%
UPS vs AU
+42.5%
-11.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.3% | +3.8% |
| 7D | +8.2% | +0.8% | +7.5% | +8.0% |
| 30D | +22.7% | -7.0% | +29.7% | +23.4% |
| 3M | +6.4% | +8.5% | -2.1% | +4.8% |
| 6M | +22.6% | -1.3% | +23.9% | +21.1% |
| YTD | +20.7% | +6.8% | +14.0% | +18.9% |
| 1Y | +30.6% | +44.6% | -14.0% | +28.3% |
| All | +30.6% | +42.5% | -11.9% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling