-33.7%
UPS vs AMC
-99.4%
+65.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.4% |
| 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% | -8.1% |
| 6M | -4.4% | +124.6% | -128.9% | -9.9% |
| YTD | +8.0% | +69.9% | -61.9% | +3.2% |
| 1Y | +29.0% | -2.6% | +31.6% | +26.9% |
| 3Y | -27.7% | -79.8% | +52.1% | -25.4% |
| All | -33.7% | -99.4% | +65.7% | -22.7% |
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