+465.4%
AXP vs UPS
+38.1%
+427.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.1% | -2.9% | +0.8% | -0.8% |
| 30D | -6.5% | -3.5% | -3.0% | -5.1% |
| 3M | +4.6% | -5.7% | +10.4% | +6.8% |
| 6M | +5.4% | -4.4% | +9.8% | +6.2% |
| YTD | -11.1% | +8.0% | -19.1% | -15.5% |
| 1Y | -0.3% | +29.0% | -29.3% | -13.2% |
| 3Y | +111.6% | -27.7% | +139.3% | +133.5% |
| 5Y | +117.6% | -34.3% | +151.9% | +148.4% |
| All | +465.4% | +38.1% | +427.4% | +286.0% |
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