+312.6%
UPS vs AXON
+61,473.8%
-61,161.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -18.2% | +15.7% | -0.8% |
| 7D | 0.0% | -26.8% | +26.9% | +2.8% |
| 30D | +17.3% | -22.9% | +40.3% | +19.9% |
| 3M | +6.6% | -40.1% | +46.7% | +11.2% |
| 6M | +12.0% | -18.9% | +30.9% | +13.0% |
| YTD | +14.4% | -44.9% | +59.3% | +18.7% |
| 1Y | +23.3% | -46.7% | +70.0% | +28.3% |
| 3Y | -9.6% | +44.3% | -54.0% | -16.3% |
| 5Y | -34.1% | +71.4% | -105.5% | -40.9% |
| 10Y | +49.5% | +1,324.0% | -1,274.5% | +7.1% |
| All | +312.6% | +61,473.8% | -61,161.2% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling