-25.1%
UPS vs AMC
-67.9%
+42.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.3% |
| 7D | -2.9% | +2.3% | -5.2% | -3.0% |
| 30D | -3.5% | -0.7% | -2.8% | -3.5% |
| 3M | -5.7% | +35.2% | -40.9% | -7.7% |
| 6M | -4.4% | +124.6% | -128.9% | -9.4% |
| YTD | +8.0% | +69.9% | -61.9% | +3.7% |
| 1Y | +29.0% | -2.6% | +31.6% | +27.3% |
| All | -25.1% | -67.9% | +42.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling