+116.8%
AXP vs UPS
-5.3%
+122.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -0.6% | +1.7% | -2.3% | -1.1% |
| 30D | +5.0% | +17.4% | -12.5% | +0.1% |
| 3M | -4.2% | +7.7% | -12.0% | -6.4% |
| 6M | +2.9% | +13.8% | -10.9% | -1.5% |
| YTD | -11.6% | +17.3% | -28.9% | -16.7% |
| 1Y | -11.1% | +27.2% | -38.3% | -18.5% |
| All | +116.8% | -5.3% | +122.1% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling