+203.0%
AMAT vs UPS
-27.5%
+230.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | -1.5% | -2.9% | +1.4% | -0.5% |
| 30D | -14.8% | -3.5% | -11.3% | -13.7% |
| 3M | -9.3% | -5.7% | -3.6% | -7.4% |
| 6M | +27.4% | -4.4% | +31.8% | +28.6% |
| YTD | +77.6% | +8.0% | +69.5% | +72.3% |
| 1Y | +188.9% | +29.0% | +159.9% | +164.1% |
| All | +203.0% | -27.5% | +230.5% | +212.9% |
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 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