-26.8%
UPS vs AWK
+9.9%
-36.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | -3.7% | +4.3% | -8.0% | -4.3% |
| 3M | -6.6% | +12.5% | -19.1% | -8.1% |
| 6M | +2.6% | +3.3% | -0.7% | +2.1% |
| YTD | +4.8% | +9.8% | -5.0% | +3.1% |
| 1Y | +25.3% | +2.9% | +22.4% | +24.5% |
| All | -26.8% | +9.9% | -36.6% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling