+50.4%
AMZN vs UPS
-33.1%
+83.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | +2.8% | +3.8% | -0.9% | +1.3% |
| 30D | +5.0% | +17.4% | -12.4% | -1.8% |
| 3M | +0.6% | +8.2% | -7.6% | -2.9% |
| 6M | -1.3% | +17.9% | -19.2% | -9.0% |
| YTD | +15.5% | +18.7% | -3.2% | +4.6% |
| 1Y | +12.2% | +24.8% | -12.6% | -0.9% |
| 3Y | +87.0% | -4.5% | +91.6% | +75.2% |
| All | +50.4% | -33.1% | +83.5% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling