-33.7%
UPS vs AMT
-31.6%
-2.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -3.5% | +4.6% | -8.1% | -4.7% |
| 3M | -5.7% | -8.4% | +2.7% | -3.7% |
| 6M | -4.4% | -6.0% | +1.7% | -3.2% |
| YTD | +8.0% | +2.1% | +5.9% | +6.4% |
| 1Y | +29.0% | -6.4% | +35.4% | +30.1% |
| 3Y | -27.7% | +8.1% | -35.8% | -32.5% |
| All | -33.7% | -31.6% | -2.2% | -29.8% |
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