+195.2%
AMD vs UPS
+27.3%
+167.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.1% |
| 7D | +2.6% | -2.9% | +5.5% | +3.7% |
| 30D | -0.9% | -3.5% | +2.6% | +0.3% |
| 3M | -8.7% | -5.7% | -3.0% | -7.0% |
| 6M | +136.3% | -4.4% | +140.7% | +132.5% |
| YTD | +123.0% | +8.0% | +115.0% | +119.1% |
| 1Y | +195.2% | +29.0% | +166.1% | +188.7% |
| All | +195.2% | +27.3% | +167.9% | +188.7% |
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