+407.0%
AXP vs RUN
+68.6%
+338.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -0.1% | -13.5% | +13.4% | +1.5% |
| 30D | +4.4% | +18.3% | -13.9% | +2.0% |
| 3M | -6.4% | -12.5% | +6.1% | -5.6% |
| 6M | +4.2% | -40.3% | +44.5% | +9.2% |
| YTD | -12.4% | -53.1% | +40.7% | -7.1% |
| 1Y | -11.1% | -54.3% | +43.2% | -5.7% |
| 3Y | +114.9% | -6.5% | +121.4% | +77.1% |
| 5Y | +87.4% | -85.3% | +172.7% | +90.2% |
| All | +407.0% | +68.6% | +338.5% | +180.2% |
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