+44.3%
UPS vs AMT
+116.9%
-72.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | +1.1% | +0.4% | +0.8% | +1.1% |
| 30D | +17.3% | +3.7% | +13.6% | +16.0% |
| 3M | +7.9% | +10.7% | -2.8% | +4.3% |
| 6M | +13.7% | +9.3% | +4.5% | +9.8% |
| YTD | +17.2% | +10.9% | +6.2% | +12.0% |
| 1Y | +23.2% | +10.5% | +12.7% | +17.8% |
| 3Y | -5.9% | +15.5% | -21.4% | -13.5% |
| 5Y | -33.1% | -20.6% | -12.5% | -30.8% |
| 10Y | +44.3% | +124.5% | -80.2% | +18.9% |
| All | +44.3% | +116.9% | -72.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling