+114.5%
AXP vs AUR
+90.4%
+24.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.3% |
| 7D | +0.6% | +19.2% | -18.6% | -1.2% |
| 30D | -4.3% | -7.8% | +3.4% | -3.8% |
| 3M | +4.7% | +4.0% | +0.7% | +3.8% |
| 6M | +9.0% | +45.0% | -36.0% | +3.6% |
| YTD | -11.1% | +69.5% | -80.7% | -17.1% |
| 1Y | +1.3% | +13.0% | -11.7% | -2.0% |
| 3Y | +114.5% | +90.4% | +24.1% | +86.9% |
| All | +114.5% | +90.4% | +24.1% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling