+116.7%
AXP vs RUN
-12.5%
+129.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.6% | +10.3% | +0.3% |
| 7D | -0.6% | +0.3% | -1.0% | -0.7% |
| 30D | +5.0% | +14.0% | -9.0% | +3.9% |
| 3M | -4.2% | -11.8% | +7.5% | -3.9% |
| 6M | +2.9% | -40.4% | +43.3% | +5.3% |
| YTD | -11.6% | -52.7% | +41.1% | -8.9% |
| 1Y | -11.1% | -52.5% | +41.4% | -8.5% |
| 3Y | +116.7% | -7.7% | +124.5% | +95.5% |
| All | +116.7% | -12.5% | +129.2% | +95.5% |
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 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