+193.4%
AMAT vs UPS
+25.9%
+167.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.7% | +4.7% |
| 7D | +7.0% | -2.1% | +9.1% | +7.9% |
| 30D | -12.2% | -2.3% | -9.9% | -11.4% |
| 3M | -3.8% | -5.2% | +1.4% | -1.8% |
| 6M | +45.9% | +1.4% | +44.5% | +44.1% |
| YTD | +84.6% | +6.1% | +78.5% | +80.1% |
| 1Y | +193.4% | +27.0% | +166.4% | +168.5% |
| All | +193.4% | +25.9% | +167.5% | +168.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling