+44.3%
UPS vs AVAV
+360.4%
-316.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.2% |
| 7D | -1.6% | +9.9% | -11.5% | -2.5% |
| 30D | +17.9% | -5.4% | +23.4% | +18.2% |
| 3M | +9.4% | -36.5% | +45.9% | +13.3% |
| 6M | +16.2% | -25.3% | +41.4% | +17.6% |
| YTD | +18.8% | -48.6% | +67.3% | +22.8% |
| 1Y | +26.1% | -62.1% | +88.2% | +33.9% |
| 3Y | -4.5% | +2.3% | -6.8% | -11.8% |
| 5Y | -33.2% | +35.4% | -68.6% | -42.1% |
| 10Y | +44.3% | +345.1% | -300.8% | +9.5% |
| All | +44.3% | +360.4% | -316.1% | +9.5% |
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