+565.7%
AMZN vs UPS
+37.9%
+527.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -0.7% | -2.0% | +1.3% | +0.1% |
| 30D | -3.9% | -2.0% | -2.0% | -3.2% |
| 3M | +6.3% | -6.2% | +12.6% | +8.5% |
| 6M | +20.8% | +2.8% | +18.0% | +17.9% |
| YTD | +11.2% | +5.9% | +5.3% | +6.6% |
| 1Y | +11.7% | +26.2% | -14.6% | -1.3% |
| 3Y | +79.4% | -26.0% | +105.4% | +93.3% |
| 5Y | +48.0% | -34.3% | +82.3% | +68.1% |
| All | +565.7% | +37.9% | +527.8% | +395.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling