+114.9%
AXP vs RUN
-7.3%
+122.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -0.1% | -13.5% | +13.4% | +0.7% |
| 30D | +4.4% | +18.3% | -13.9% | +3.2% |
| 3M | -6.4% | -12.5% | +6.1% | -6.0% |
| 6M | +4.2% | -40.3% | +44.5% | +6.6% |
| YTD | -12.4% | -53.1% | +40.7% | -9.7% |
| 1Y | -11.1% | -54.3% | +43.2% | -8.4% |
| 3Y | +114.9% | -6.5% | +121.4% | +95.3% |
| All | +114.9% | -7.3% | +122.2% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling