+120.1%
UPS vs AMCR
+96.6%
+23.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -2.1% | -1.8% | -0.3% | -1.6% |
| 30D | -2.3% | -6.0% | +3.7% | -0.7% |
| 3M | -5.2% | +18.9% | -24.1% | -9.8% |
| 6M | +1.4% | +5.7% | -4.2% | -0.7% |
| YTD | +6.1% | +11.1% | -5.0% | +2.4% |
| 1Y | +27.0% | +12.7% | +14.3% | +22.1% |
| 3Y | -25.9% | +9.6% | -35.5% | -28.6% |
| 5Y | -34.6% | -10.3% | -24.2% | -33.9% |
| 10Y | +36.2% | +16.5% | +19.7% | +28.2% |
| All | +120.1% | +96.6% | +23.5% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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