+117.0%
AXP vs AUR
+106.1%
+11.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.4% | -10.7% | -2.1% |
| 7D | +0.6% | +1.1% | -0.6% | +0.4% |
| 30D | +5.8% | -22.9% | +28.7% | +8.2% |
| 3M | -6.0% | -35.0% | +28.9% | -2.5% |
| 6M | +0.3% | -39.3% | +39.6% | +4.1% |
| YTD | -12.3% | +14.8% | -27.1% | -15.3% |
| 1Y | -11.2% | +4.3% | -15.5% | -13.6% |
| 3Y | +117.0% | +125.0% | -8.0% | +97.6% |
| All | +117.0% | +106.1% | +11.0% | +97.6% |
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