-34.7%
UPS vs AU
+686.2%
-720.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -2.0% | -4.3% | +2.3% | -1.7% |
| 30D | -2.0% | +7.3% | -9.3% | -2.4% |
| 3M | -6.2% | +26.3% | -32.6% | -7.6% |
| 6M | +2.8% | +1.8% | +1.0% | +2.0% |
| YTD | +5.9% | +26.8% | -20.9% | +4.1% |
| 1Y | +26.2% | +66.7% | -40.4% | +22.7% |
| 3Y | -26.0% | +579.1% | -605.1% | -34.6% |
| All | -34.7% | +686.2% | -720.9% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling