-21.7%
UPS vs AMDL
+95.0%
-116.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -1.6% |
| 7D | -2.9% | +4.5% | -7.4% | -3.1% |
| 30D | -3.5% | -4.4% | +0.9% | -3.5% |
| 3M | -5.7% | -30.5% | +24.8% | -5.4% |
| 6M | -4.4% | +300.9% | -305.3% | -12.9% |
| YTD | +8.0% | +219.9% | -211.9% | -1.6% |
| 1Y | +29.0% | +374.7% | -345.7% | +12.2% |
| All | -21.7% | +95.0% | -116.8% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling