-32.7%
UPS vs AVAV
+28.1%
-60.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.6% | +2.0% |
| 7D | +3.8% | +4.2% | -0.4% | +3.5% |
| 30D | +17.4% | -2.6% | +19.9% | +17.3% |
| 3M | +8.2% | -38.0% | +46.2% | +11.2% |
| 6M | +17.9% | -27.0% | +44.9% | +19.3% |
| YTD | +18.7% | -51.4% | +70.1% | +22.1% |
| 1Y | +24.8% | -60.2% | +85.0% | +30.1% |
| 3Y | -4.5% | -6.7% | +2.1% | -11.2% |
| All | -32.7% | +28.1% | -60.8% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling