-32.7%
UPS vs AMC
-99.2%
+66.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.0% |
| 7D | +3.8% | +3.5% | +0.3% | +3.6% |
| 30D | +17.4% | +12.5% | +4.9% | +16.6% |
| 3M | +8.2% | +23.6% | -15.4% | +6.8% |
| 6M | +17.9% | +144.4% | -126.4% | +10.8% |
| YTD | +18.7% | +108.3% | -89.6% | +11.9% |
| 1Y | +24.8% | +38.9% | -14.1% | +20.4% |
| 3Y | -4.5% | -58.9% | +54.3% | -4.6% |
| All | -32.7% | -99.2% | +66.5% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling