-32.7%
UPS vs AMT
-15.7%
-17.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.6% |
| 7D | +3.8% | +1.5% | +2.3% | +3.4% |
| 30D | +17.4% | +6.8% | +10.5% | +15.3% |
| 3M | +8.2% | +11.2% | -3.0% | +5.0% |
| 6M | +17.9% | +12.5% | +5.5% | +13.6% |
| YTD | +18.7% | +12.5% | +6.2% | +13.8% |
| 1Y | +24.8% | +10.1% | +14.7% | +20.3% |
| 3Y | -4.5% | +16.0% | -20.6% | -12.3% |
| All | -32.7% | -15.7% | -17.0% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling