+1,370.8%
AMAT vs UPS
+44.2%
+1,326.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -2.5% | +1.7% | -4.2% | -3.3% |
| 30D | -26.5% | +17.4% | -44.0% | -33.0% |
| 3M | -28.6% | +7.7% | -36.3% | -32.1% |
| 6M | -14.2% | +13.8% | -28.1% | -21.0% |
| YTD | +45.5% | +17.3% | +28.2% | +30.5% |
| 1Y | +59.3% | +27.2% | +32.2% | +36.2% |
| 3Y | +153.1% | -5.6% | +158.7% | +141.7% |
| 5Y | +158.2% | -33.5% | +191.7% | +207.6% |
| 10Y | +1,370.8% | +43.7% | +1,327.1% | +837.9% |
| All | +1,370.8% | +44.2% | +1,326.6% | +837.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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