+160.4%
AMAT vs UPS
-5.9%
+166.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.7% | -3.0% |
| 7D | +19.3% | -0.6% | +19.9% | +19.6% |
| 30D | -17.9% | +16.4% | -34.4% | -22.0% |
| 3M | -30.4% | +7.9% | -38.3% | -32.3% |
| 6M | -11.4% | +15.8% | -27.3% | -15.7% |
| YTD | +48.8% | +16.6% | +32.2% | +40.4% |
| 1Y | +66.0% | +22.3% | +43.7% | +54.3% |
| All | +160.4% | -5.9% | +166.4% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling