+67.9%
UPS vs AMC
-97.7%
+165.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | 0.0% | +2.6% | -2.6% | 0.0% |
| 30D | +17.3% | +9.0% | +8.3% | +17.1% |
| 3M | +6.6% | +22.2% | -15.6% | +6.1% |
| 6M | +12.0% | +91.5% | -79.5% | +10.1% |
| YTD | +14.4% | +101.3% | -86.9% | +12.2% |
| 1Y | +23.3% | +20.8% | +2.5% | +22.1% |
| 3Y | -9.6% | -71.3% | +61.7% | -9.4% |
| 5Y | -34.1% | -99.2% | +65.1% | -32.1% |
| 10Y | +49.5% | -98.7% | +148.2% | +60.9% |
| All | +67.9% | -97.7% | +165.6% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling