+86.1%
AXP vs UPS
-33.1%
+119.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | -0.1% | +3.8% | -3.9% | -1.6% |
| 30D | +4.4% | +17.4% | -12.9% | -2.3% |
| 3M | -6.4% | +8.2% | -14.6% | -9.6% |
| 6M | +4.2% | +17.9% | -13.8% | -3.6% |
| YTD | -12.4% | +18.7% | -31.1% | -19.9% |
| 1Y | -11.1% | +24.8% | -35.9% | -20.7% |
| 3Y | +114.9% | -4.5% | +119.4% | +104.3% |
| All | +86.1% | -33.1% | +119.3% | +115.3% |
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