+95.5%
AMD vs UPS
+29.9%
+65.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | 0.0% |
| 7D | -15.5% | +8.2% | -23.7% | -17.0% |
| 30D | -22.6% | +22.7% | -45.4% | -26.3% |
| 3M | -5.7% | +6.4% | -12.2% | -6.2% |
| 6M | +43.1% | +22.6% | +20.5% | +37.1% |
| YTD | +128.2% | +20.7% | +107.5% | +118.3% |
| 1Y | +95.5% | +30.6% | +64.8% | +86.8% |
| All | +95.5% | +29.9% | +65.5% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling