+1,712.1%
AMAT vs UPS
+263.5%
+1,448.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +5.8% |
| 7D | -14.7% | 0.0% | -14.8% | -14.8% |
| 30D | -36.1% | +17.3% | -53.4% | -42.8% |
| 3M | -36.9% | +6.6% | -43.5% | -40.3% |
| 6M | -22.2% | +12.0% | -34.2% | -28.8% |
| YTD | +29.9% | +14.4% | +15.6% | +15.8% |
| 1Y | +43.3% | +23.3% | +20.0% | +20.9% |
| 3Y | +142.7% | -9.6% | +152.3% | +136.1% |
| 5Y | +126.2% | -34.1% | +160.3% | +172.8% |
| 10Y | +1,211.7% | +49.5% | +1,162.2% | +705.8% |
| All | +1,712.1% | +263.5% | +1,448.5% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling