+1.3%
AXP vs RUN
-49.0%
+50.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.4% |
| 7D | +0.6% | +10.2% | -9.6% | -0.5% |
| 30D | -4.3% | -9.6% | +5.3% | -3.4% |
| 3M | +4.7% | -31.5% | +36.2% | +8.4% |
| 6M | +9.0% | -18.7% | +27.7% | +9.6% |
| YTD | -11.1% | -49.9% | +38.8% | -5.4% |
| 1Y | +1.3% | -45.5% | +46.8% | +7.5% |
| All | +1.3% | -49.0% | +50.3% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling