+45.9%
UPS vs AWK
+157.1%
-111.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.4% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | +17.4% | +14.3% | +3.1% | +12.6% |
| 3M | +8.2% | +10.3% | -2.1% | +4.9% |
| 6M | +17.9% | +18.9% | -1.0% | +11.4% |
| YTD | +18.7% | +17.7% | +1.0% | +11.9% |
| 1Y | +24.8% | +16.9% | +8.0% | +17.9% |
| 3Y | -4.5% | +32.2% | -36.7% | -15.6% |
| 5Y | -33.2% | -2.2% | -31.0% | -35.0% |
| All | +45.9% | +157.1% | -111.1% | +8.8% |
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