-34.5%
UPS vs AWK
-17.3%
-17.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -2.7% | +2.8% | -5.5% | -3.4% |
| 3M | -1.6% | +11.3% | -13.0% | -4.3% |
| 6M | +2.3% | +6.7% | -4.4% | +0.4% |
| YTD | +5.6% | +9.4% | -3.8% | +2.6% |
| 1Y | +27.1% | +3.7% | +23.3% | +25.1% |
| 3Y | -26.3% | +9.2% | -35.5% | -30.2% |
| 5Y | -34.5% | -15.7% | -18.8% | -36.8% |
| All | -34.5% | -17.3% | -17.2% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling