-10.9%
AXP vs AU
+42.6%
-53.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.8% | +0.5% |
| 7D | -1.1% | +20.8% | -21.9% | -2.5% |
| 30D | +5.2% | +5.5% | -0.3% | +4.6% |
| 3M | -4.6% | +3.9% | -8.5% | -5.2% |
| 6M | +3.2% | -5.4% | +8.7% | +2.4% |
| YTD | -11.3% | +20.7% | -32.0% | -16.9% |
| All | -10.9% | +42.6% | -53.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling