+989.1%
AXP vs UPS
+263.5%
+725.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | +0.3% |
| 7D | +0.6% | 0.0% | +0.5% | +0.5% |
| 30D | +5.8% | +17.3% | -11.5% | -4.2% |
| 3M | -6.0% | +6.6% | -12.6% | -10.1% |
| 6M | +0.3% | +12.0% | -11.7% | -7.8% |
| YTD | -12.3% | +14.4% | -26.6% | -21.5% |
| 1Y | -11.2% | +23.3% | -34.6% | -24.4% |
| 3Y | +117.0% | -9.6% | +126.7% | +112.0% |
| 5Y | +93.2% | -34.1% | +127.3% | +127.2% |
| 10Y | +461.2% | +49.5% | +411.7% | +232.1% |
| All | +989.1% | +263.5% | +725.6% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling