+116.1%
AXP vs AUR
-35.0%
+151.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -2.5% | +11.1% | -13.6% | -3.5% |
| 30D | -5.0% | -6.9% | +1.8% | -4.5% |
| 3M | +1.4% | +5.5% | -4.2% | +0.3% |
| 6M | +6.0% | +41.0% | -35.0% | +1.1% |
| YTD | -12.3% | +69.3% | -81.6% | -18.1% |
| 1Y | +0.3% | +14.0% | -13.8% | -3.0% |
| 3Y | +111.7% | +90.1% | +21.6% | +83.2% |
| 5Y | +114.5% | -34.4% | +149.0% | +78.8% |
| All | +116.1% | -35.0% | +151.1% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling