+7,038.1%
AMZN vs UPS
+237.3%
+6,800.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.4% |
| 7D | +0.8% | -2.1% | +2.9% | +2.0% |
| 30D | -6.4% | -2.3% | -4.1% | -5.1% |
| 3M | +4.8% | -5.2% | +10.0% | +7.0% |
| 6M | +20.5% | +1.4% | +19.1% | +17.3% |
| YTD | +11.3% | +6.1% | +5.2% | +4.7% |
| 1Y | +9.0% | +27.0% | -18.0% | -8.4% |
| 3Y | +85.9% | -25.9% | +111.8% | +104.1% |
| 5Y | +45.8% | -34.6% | +80.4% | +71.0% |
| 10Y | +555.5% | +36.2% | +519.3% | +328.7% |
| All | +7,038.1% | +237.3% | +6,800.8% | +2,045.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling