-9.6%
UPS vs AXON
+42.7%
-52.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -18.2% | +15.7% | -1.5% |
| 7D | 0.0% | -26.8% | +26.9% | +1.6% |
| 30D | +17.3% | -22.9% | +40.3% | +18.8% |
| 3M | +6.6% | -40.1% | +46.7% | +9.1% |
| 6M | +12.0% | -18.9% | +30.9% | +13.3% |
| YTD | +14.4% | -44.9% | +59.3% | +17.2% |
| 1Y | +23.3% | -46.7% | +70.0% | +26.5% |
| 3Y | -9.6% | +44.3% | -54.0% | -17.4% |
| All | -9.6% | +42.7% | -52.3% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling