+30.6%
UPS vs AUR
-17.4%
+48.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.2% | +4.9% |
| 7D | +8.2% | -19.8% | +28.1% | +9.5% |
| 30D | +22.7% | -29.0% | +51.8% | +24.9% |
| 3M | +6.4% | -43.6% | +50.0% | +9.7% |
| 6M | +22.6% | -36.6% | +59.3% | +24.7% |
| YTD | +20.7% | +6.3% | +14.5% | +15.6% |
| 1Y | +30.6% | -9.0% | +39.7% | +26.4% |
| All | +30.6% | -17.4% | +48.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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