-33.2%
UPS vs AWK
-3.5%
-29.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.7% |
| 30D | +17.9% | +15.5% | +2.4% | +13.7% |
| 3M | +9.4% | +10.0% | -0.6% | +6.7% |
| 6M | +16.2% | +20.4% | -4.2% | +10.5% |
| YTD | +18.8% | +17.1% | +1.7% | +13.4% |
| 1Y | +26.1% | +18.3% | +7.8% | +20.0% |
| 3Y | -4.5% | +30.4% | -34.8% | -15.0% |
| 5Y | -33.2% | -2.7% | -30.6% | -37.1% |
| All | -33.2% | -3.5% | -29.7% | -37.1% |
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 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