+217.2%
UPS vs AZO
+10,656.5%
-10,439.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | -3.7% | -5.1% | +1.4% | -2.4% |
| 3M | -6.6% | -7.2% | +0.7% | -4.9% |
| 6M | +2.6% | -20.7% | +23.3% | +8.8% |
| YTD | +4.8% | -14.2% | +18.9% | +8.3% |
| 1Y | +25.3% | -32.2% | +57.4% | +37.9% |
| 3Y | -26.9% | +11.1% | -38.0% | -31.1% |
| 5Y | -33.5% | +87.6% | -121.1% | -46.9% |
| 10Y | +36.1% | +302.9% | -266.8% | -15.4% |
| All | +217.2% | +10,656.5% | -10,439.3% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling