+44.3%
UPS vs AVAV
+423.1%
-378.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.6% | -10.1% | +1.4% |
| 7D | +1.1% | +3.2% | -2.0% | +0.7% |
| 30D | +17.3% | -7.4% | +24.7% | +17.8% |
| 3M | +7.9% | -32.0% | +39.9% | +11.1% |
| 6M | +13.7% | -24.6% | +38.3% | +15.1% |
| YTD | +17.2% | -47.5% | +64.7% | +21.0% |
| 1Y | +23.2% | -61.5% | +84.7% | +30.7% |
| 3Y | -5.9% | +5.5% | -11.3% | -13.4% |
| 5Y | -33.1% | +35.7% | -68.8% | -41.9% |
| 10Y | +44.3% | +379.1% | -334.8% | +9.6% |
| All | +44.3% | +423.1% | -378.8% | +9.6% |
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