-33.5%
UPS vs AME
+83.9%
-117.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -0.9% |
| 7D | -3.7% | +1.3% | -5.0% | -4.4% |
| 30D | -3.7% | -6.6% | +2.8% | -0.3% |
| 3M | -6.6% | +3.0% | -9.5% | -8.2% |
| 6M | +2.6% | +5.3% | -2.7% | -0.7% |
| YTD | +4.8% | +15.4% | -10.7% | -3.5% |
| 1Y | +25.3% | +26.8% | -1.5% | +9.2% |
| 3Y | -26.9% | +56.5% | -83.4% | -45.6% |
| 5Y | -33.5% | +85.2% | -118.8% | -57.2% |
| All | -33.5% | +83.9% | -117.4% | -57.2% |
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