-22.2%
AMAT vs UPS
+13.1%
-35.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +5.0% |
| 7D | -14.7% | 0.0% | -14.8% | -14.4% |
| 30D | -36.1% | +17.3% | -53.4% | -40.0% |
| 3M | -36.9% | +6.6% | -43.5% | -38.1% |
| 6M | -22.2% | +12.0% | -34.2% | -27.4% |
| All | -22.2% | +13.1% | -35.3% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling