+9.7%
AMZN vs UPS
+27.3%
-17.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -3.0% | -2.9% | -0.1% | -2.5% |
| 30D | -5.2% | -3.5% | -1.7% | -4.7% |
| 3M | +1.9% | -5.7% | +7.6% | +2.6% |
| 6M | +19.2% | -4.4% | +23.6% | +18.1% |
| YTD | +12.0% | +8.0% | +4.0% | +6.3% |
| 1Y | +9.7% | +29.0% | -19.3% | -3.2% |
| All | +9.7% | +27.3% | -17.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling