+111.1%
AXP vs UPS
-27.5%
+138.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.1% | -2.9% | +0.8% | -1.2% |
| 30D | -6.5% | -3.5% | -3.0% | -5.6% |
| 3M | +4.6% | -5.7% | +10.4% | +6.2% |
| 6M | +5.4% | -4.4% | +9.8% | +6.0% |
| YTD | -11.1% | +8.0% | -19.1% | -14.2% |
| 1Y | -0.3% | +29.0% | -29.3% | -9.5% |
| All | +111.1% | -27.5% | +138.6% | +115.0% |
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 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