+1,371.9%
AXP vs AU
+661.9%
+710.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.6% |
| 7D | +0.6% | +16.5% | -16.0% | -0.7% |
| 30D | +5.8% | +3.3% | +2.6% | +5.5% |
| 3M | -6.0% | +6.8% | -12.9% | -6.8% |
| 6M | +0.3% | -3.9% | +4.2% | 0.0% |
| YTD | -12.3% | +12.9% | -25.2% | -14.2% |
| 1Y | -11.2% | +43.5% | -54.7% | -15.0% |
| 3Y | +117.0% | +445.5% | -328.5% | +82.3% |
| 5Y | +93.2% | +469.0% | -375.8% | +58.5% |
| 10Y | +461.2% | +698.3% | -237.1% | +323.4% |
| All | +1,371.9% | +661.9% | +710.0% | +1,149.5% |
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