+36.4%
UPS vs AZO
+296.8%
-260.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.0% | -3.6% | +1.6% | -1.0% |
| 30D | -2.0% | -5.6% | +3.6% | -0.5% |
| 3M | -6.2% | -6.6% | +0.4% | -4.8% |
| 6M | +2.8% | -22.5% | +25.3% | +9.5% |
| YTD | +5.9% | -15.2% | +21.1% | +9.7% |
| 1Y | +26.2% | -33.9% | +60.2% | +39.8% |
| 3Y | -26.0% | +11.8% | -37.8% | -31.0% |
| 5Y | -34.3% | +85.5% | -119.8% | -48.4% |
| All | +36.4% | +296.8% | -260.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling