+0.3%
AXP vs UPS
+13.1%
-12.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -0.6% |
| 7D | +0.6% | 0.0% | +0.5% | +0.7% |
| 30D | +5.8% | +17.3% | -11.5% | +2.3% |
| 3M | -6.0% | +6.6% | -12.6% | -7.1% |
| 6M | +0.3% | +12.0% | -11.7% | -3.5% |
| All | +0.3% | +13.1% | -12.8% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling