-33.5%
UPS vs AME
+76.9%
-110.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.7% | -4.1% | +5.9% | +3.6% |
| 30D | +17.4% | -4.1% | +21.6% | +19.3% |
| 3M | +7.7% | -5.6% | +13.4% | +10.0% |
| 6M | +13.8% | +2.8% | +11.0% | +10.8% |
| YTD | +17.3% | +16.6% | +0.7% | +6.5% |
| 1Y | +27.2% | +21.1% | +6.1% | +13.0% |
| 3Y | -5.6% | +61.1% | -66.7% | -32.1% |
| 5Y | -33.5% | +76.6% | -110.1% | -56.4% |
| All | -33.5% | +76.9% | -110.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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