+30.6%
UPS vs AXON
-40.7%
+71.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.6% |
| 7D | +8.2% | +0.2% | +8.0% | +8.2% |
| 30D | +22.7% | +3.0% | +19.7% | +22.5% |
| 3M | +6.4% | -30.1% | +36.6% | +8.4% |
| 6M | +22.6% | +7.7% | +14.9% | +22.6% |
| YTD | +20.7% | -25.3% | +46.0% | +25.3% |
| 1Y | +30.6% | -39.9% | +70.6% | +40.9% |
| All | +30.6% | -40.7% | +71.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 1y: compounded portfolio wealth divided by compounded AXON 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…
1y analysis · Full analysis span regression · 6 months rolling