+117.0%
AXP vs UPS
-34.4%
+151.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.1% | -2.9% | +0.8% | -0.9% |
| 30D | -6.5% | -3.5% | -3.0% | -5.2% |
| 3M | +4.6% | -5.7% | +10.4% | +6.7% |
| 6M | +5.4% | -4.4% | +9.8% | +6.2% |
| YTD | -11.1% | +8.0% | -19.1% | -15.3% |
| 1Y | -0.3% | +29.0% | -29.3% | -12.5% |
| 3Y | +111.6% | -27.7% | +139.3% | +132.5% |
| All | +117.0% | -34.4% | +151.4% | +151.5% |
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