+45.6%
UPS vs AVAV
+361.4%
-315.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.5% | -12.9% | -3.4% |
| 7D | 0.0% | -10.6% | +10.6% | +0.9% |
| 30D | +17.3% | -18.8% | +36.1% | +19.2% |
| 3M | +6.6% | -34.1% | +40.7% | +10.0% |
| 6M | +12.0% | -35.3% | +47.3% | +14.9% |
| YTD | +14.4% | -53.4% | +67.8% | +19.3% |
| 1Y | +23.3% | -65.6% | +89.0% | +32.1% |
| 3Y | -9.6% | -5.1% | -4.6% | -16.1% |
| 5Y | -34.1% | +18.5% | -52.6% | -42.1% |
| All | +45.6% | +361.4% | -315.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling