+36.4%
UPS vs AWK
+132.0%
-95.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -2.0% | -2.1% | +0.2% | -1.3% |
| 30D | -2.0% | +2.1% | -4.0% | -2.6% |
| 3M | -6.2% | +11.4% | -17.6% | -9.5% |
| 6M | +2.8% | +3.9% | -1.1% | +1.0% |
| YTD | +5.9% | +7.7% | -1.8% | +2.7% |
| 1Y | +26.2% | +1.3% | +24.9% | +24.5% |
| 3Y | -26.0% | +7.2% | -33.2% | -29.8% |
| 5Y | -34.3% | -17.0% | -17.3% | -32.5% |
| All | +36.4% | +132.0% | -95.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling