+1,974.8%
AMAT vs UPS
+270.5%
+1,704.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.7% | -2.4% |
| 7D | +19.3% | -0.6% | +19.9% | +19.9% |
| 30D | -17.9% | +16.4% | -34.4% | -26.0% |
| 3M | -30.4% | +7.9% | -38.3% | -34.6% |
| 6M | -11.4% | +15.8% | -27.3% | -20.7% |
| YTD | +48.8% | +16.6% | +32.2% | +31.2% |
| 1Y | +66.0% | +22.3% | +43.7% | +41.5% |
| 3Y | +158.8% | -6.2% | +165.0% | +146.0% |
| 5Y | +153.2% | -34.4% | +187.6% | +207.3% |
| 10Y | +1,370.6% | +41.7% | +1,329.0% | +844.2% |
| All | +1,974.8% | +270.5% | +1,704.3% | +522.0% |
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