It's the longest current road win streak in the NHL and the second time this season they've won at least four straight away from home. They've earned 34 of their 59 points in road games.
"We're a no-frills team, play four lines and try to outwork the other team," Stempniak said. "It's probably more conducive on the road where you're happy to have a tight-game mentality. We've embraced it."
They've made themselves at home in Colorado, winning twice this month.
"We've gotten timely goals and there's a combination of things that have been the recipe for success," Phoenix coach Dave Tippett said. "At home we need to get a simpler approach, a harder approach -- it seems to give our team a better chance to win."
The Coyotes fell behind early Wednesday before taking control in this one. The Avalanche took a 1-0 lead early in the first on Stoa's second goal in two games. The Coyotes tied it 7 seconds into Paul Stastny's interference minor on Upshall's team-leading 15th goal of the season.
"We did get behind the eight ball with them scoring first but I think we came together pretty well," Yandle said.
Yandle, Phoenix's lone representative in the All-Star game Sunday in Raleigh, N.C., made it 2-1 with his eighth goal of the season and chased Budaj with 6:01 left in the first period. Yandle took a drop pass from Martin Hanzal and beat Budaj with a shot to the top left corner.
Budaj made eight saves before being benched.
"[Derek Morris] made a great play getting it up to Marty and Marty did a great job just holding one guy off and finding me," Yandle said.
The Coyotes made it 3-1 1:09 into the second period when Belanger stuffed the puck into the corner.
Colorado, which had just one shot in the first period and seven through the first 30 minutes, gained momentum late in the second period. The Avalanche started pressuring Bryzgalov, finishing with 19 shots in the period. They had a goal waived off when Cody McCloud fell into Bryzgalov as Phoenix defenseman Sami Lepisto knocked the goal off its moorings.
"I got an explanation, but that wasn't the reason why we lost this game," Colorado coach Joe Sacco said. "They called interference on one of our forwards with their goaltender."
Colorado continued to apply pressure in the third, but Turris scored with 7:06 left to ice the game.
Duchene scored his 20th goal of the season with 4:16 left before Belanger scored an empty-netter with less than a minute remaining.
The Avalanche have lost three of their last four heading into the All-Star break and were outscored 19-9 in those games.
"It's a good time for a break," Stastny said. "When we get back we know what we have to do. We seem to be rattled some times, lot of guys with injuries. The break will heal up a few guys."
Peter Forsberg worked out with the Avalanche during the morning's skate, the fifth straight day the former Hart Trophy winner has practiced with the team as he contemplates a comeback after a three-year layoff from the NHL. ... Yandle extended his points streak to nine games. ... Colorado RW David Jones injured a shoulder in the second period and didn't return. ... At 20 years, 10 days, Duchene is the youngest player in the organization's history to reach the 100-point mark.
Copyright by STATS LLC and The Associated Press
Arena: Pepsi Center Location: Denver, Colorado
Referees: Gord Dwyer, Dan O'Rourke Linesmen: Tim Nowak, Pierre Racicot
Attendance: 13,740 (76.3% full)
Team Stat Comparison
Power Play Goals
Power Play Opportunities
Shots on Goal
Ryan Stoa (2)
Assists: Paul Stastny, Kevin Shattenkirk
Scottie Upshall (15)
(Power Play) Assists: Keith Yandle, Lee Stempniak
Keith Yandle (8)
Assists: Martin Hanzal, Derek Morris
Eric Belanger (6)
Assists: Taylor Pyatt, Lee Stempniak
Kyle Turris (9)
Assist: Shane Doan
Matt Duchene (20)
Assist: T.J. Galiardi
Eric Belanger (7)
(Empty Net) Assist: Lauri Korpikoski