+227.0%
UPS vs AME
+9,600.7%
-9,373.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.8% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -3.5% | -6.7% | +3.2% | -0.9% |
| 3M | -5.7% | +4.1% | -9.8% | -7.3% |
| 6M | -4.4% | +1.6% | -5.9% | -5.1% |
| YTD | +8.0% | +16.1% | -8.1% | +1.7% |
| 1Y | +29.0% | +27.3% | +1.7% | +16.8% |
| 3Y | -27.7% | +50.9% | -78.6% | -39.4% |
| 5Y | -34.3% | +81.4% | -115.7% | -48.7% |
| 10Y | +37.8% | +417.0% | -379.2% | -27.2% |
| All | +227.0% | +9,600.7% | -9,373.7% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling