+1,391.0%
AXP vs AU
+793.6%
+597.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -2.1% | -3.6% | +1.5% | -1.8% |
| 30D | -6.5% | +23.9% | -30.4% | -8.3% |
| 3M | +4.6% | +19.1% | -14.4% | +2.8% |
| 6M | +5.4% | -0.2% | +5.6% | +4.7% |
| YTD | -11.1% | +32.5% | -43.6% | -14.1% |
| 1Y | -0.3% | +96.9% | -97.2% | -7.1% |
| 3Y | +111.6% | +614.7% | -503.2% | +73.7% |
| 5Y | +117.6% | +647.7% | -530.1% | +74.7% |
| 10Y | +474.1% | +679.2% | -205.1% | +335.3% |
| All | +1,391.0% | +793.6% | +597.3% | +1,151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling