+119.0%
AXP vs AUR
-36.6%
+155.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.1% | +8.7% | -10.9% | -3.0% |
| 30D | -6.5% | -5.2% | -1.3% | -6.2% |
| 3M | +4.6% | -7.3% | +12.0% | +4.9% |
| 6M | +5.4% | +41.2% | -35.8% | +0.6% |
| YTD | -11.1% | +65.1% | -76.2% | -16.8% |
| 1Y | -0.3% | +13.4% | -13.7% | -3.5% |
| 3Y | +111.6% | +98.1% | +13.5% | +82.2% |
| 5Y | +117.6% | -36.0% | +153.6% | +81.8% |
| All | +119.0% | -36.6% | +155.6% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling