-33.7%
UPS vs AVAV
+39.7%
-73.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.7% |
| 30D | -3.5% | -13.9% | +10.4% | -2.6% |
| 3M | -5.7% | -29.2% | +23.5% | -4.0% |
| 6M | -4.4% | -36.1% | +31.8% | -2.3% |
| YTD | +8.0% | -40.2% | +48.2% | +9.9% |
| 1Y | +29.0% | -36.2% | +65.2% | +29.9% |
| 3Y | -27.7% | +47.5% | -75.2% | -35.4% |
| All | -33.7% | +39.7% | -73.4% | -41.7% |
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