+246.2%
UPS vs AMT
+1,096.0%
-849.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.1% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +17.3% | +13.6% | +3.7% | +15.1% |
| 3M | +6.6% | +11.5% | -4.9% | +4.8% |
| 6M | +12.0% | +6.9% | +5.1% | +10.5% |
| YTD | +14.4% | +10.8% | +3.5% | +12.1% |
| 1Y | +23.3% | +10.3% | +13.0% | +20.9% |
| 3Y | -9.6% | +12.4% | -22.0% | -12.2% |
| 5Y | -34.1% | -20.1% | -14.0% | -33.2% |
| 10Y | +49.5% | +116.8% | -67.3% | +32.8% |
| All | +246.2% | +1,096.0% | -849.8% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling