+36.1%
UPS vs AMT
+96.3%
-60.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -3.7% | +1.5% | -5.1% | -4.1% |
| 30D | -3.7% | +3.7% | -7.5% | -4.8% |
| 3M | -6.6% | -7.2% | +0.6% | -4.8% |
| 6M | +2.6% | -4.2% | +6.7% | +3.2% |
| YTD | +4.8% | +1.9% | +2.9% | +3.1% |
| 1Y | +25.3% | -6.4% | +31.6% | +26.3% |
| 3Y | -26.9% | +7.7% | -34.6% | -31.4% |
| 5Y | -33.5% | -30.9% | -2.6% | -28.0% |
| 10Y | +36.1% | +105.4% | -69.3% | +16.3% |
| All | +36.1% | +96.3% | -60.2% | +16.3% |
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