+411.0%
AXP vs RUN
+77.1%
+333.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.6% |
| 7D | -2.9% | +3.2% | -6.0% | -3.4% |
| 30D | +3.7% | +19.5% | -15.8% | +1.2% |
| 3M | -4.9% | -9.6% | +4.7% | -4.4% |
| 6M | +4.1% | -37.3% | +41.4% | +8.4% |
| YTD | -11.7% | -50.7% | +39.0% | -6.9% |
| 1Y | -11.7% | -54.1% | +42.3% | -6.4% |
| 3Y | +116.5% | -3.9% | +120.4% | +78.1% |
| 5Y | +89.5% | -84.4% | +173.9% | +90.9% |
| All | +411.0% | +77.1% | +333.8% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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