+59.3%
AMAT vs UPS
+23.5%
+35.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -2.5% | +1.7% | -4.2% | -2.9% |
| 30D | -26.5% | +17.4% | -44.0% | -30.9% |
| 3M | -28.6% | +7.7% | -36.3% | -30.5% |
| 6M | -14.2% | +13.8% | -28.1% | -18.4% |
| YTD | +45.5% | +17.3% | +28.2% | +32.3% |
| 1Y | +59.3% | +27.2% | +32.2% | +40.6% |
| All | +59.3% | +23.5% | +35.9% | +40.6% |
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