+88.9%
AMD vs UPS
+24.0%
+64.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.5% | +11.6% |
| 7D | -11.0% | 0.0% | -11.1% | -10.8% |
| 30D | -30.5% | +17.3% | -47.8% | -33.1% |
| 3M | -8.2% | +6.6% | -14.8% | -9.5% |
| 6M | +6.6% | +12.0% | -5.4% | +4.1% |
| YTD | +109.7% | +14.4% | +95.3% | +102.4% |
| 1Y | +88.9% | +23.3% | +65.6% | +80.9% |
| All | +88.9% | +24.0% | +64.9% | +80.9% |
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