+1,315.3%
AMAT vs UPS
+47.4%
+1,267.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.5% | +8.9% | +10.0% |
| 7D | -1.1% | +1.1% | -2.2% | -1.6% |
| 30D | -26.9% | +17.3% | -44.2% | -33.3% |
| 3M | -31.2% | +7.9% | -39.1% | -34.6% |
| 6M | -14.7% | +13.7% | -28.4% | -21.4% |
| YTD | +44.7% | +17.2% | +27.5% | +29.8% |
| 1Y | +62.0% | +23.2% | +38.7% | +40.8% |
| 3Y | +165.0% | -5.9% | +170.8% | +153.4% |
| 5Y | +147.1% | -33.1% | +180.2% | +193.0% |
| 10Y | +1,315.3% | +44.3% | +1,270.9% | +803.0% |
| All | +1,315.3% | +47.4% | +1,267.8% | +803.0% |
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