+171.3%
UPS vs AWK
+969.7%
-798.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | +1.7% | -4.6% | -3.5% |
| 30D | -3.5% | +5.6% | -9.1% | -5.4% |
| 3M | -5.7% | +15.9% | -21.6% | -10.7% |
| 6M | -4.4% | +4.6% | -8.9% | -6.5% |
| YTD | +8.0% | +10.1% | -2.0% | +3.5% |
| 1Y | +29.0% | +2.1% | +26.9% | +26.6% |
| 3Y | -27.7% | +9.8% | -37.6% | -32.3% |
| 5Y | -34.3% | -15.4% | -19.0% | -33.0% |
| 10Y | +37.8% | +129.4% | -91.6% | -8.5% |
| All | +171.3% | +969.7% | -798.4% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling