-17.1%
UPS vs AMDL
+47.6%
-64.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +22.3% | -24.7% | -3.4% |
| 7D | 0.0% | -26.2% | +26.3% | +0.9% |
| 30D | +17.3% | -57.1% | +74.4% | +20.7% |
| 3M | +6.6% | -29.8% | +36.5% | +6.6% |
| 6M | +12.0% | -22.2% | +34.2% | +9.5% |
| YTD | +14.4% | +142.1% | -127.8% | +3.9% |
| 1Y | +23.3% | +85.8% | -62.5% | +13.3% |
| All | -17.1% | +47.6% | -64.7% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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