+403.8%
AXP vs RUN
-24.4%
+428.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.3% | -14.6% | -3.6% |
| 7D | +0.4% | +30.0% | -29.7% | -2.6% |
| 30D | +7.0% | +27.0% | -20.0% | +3.9% |
| 3M | -6.6% | -5.9% | -0.7% | -6.5% |
| 6M | +3.5% | -26.7% | +30.1% | +5.8% |
| YTD | -11.2% | -46.4% | +35.2% | -7.4% |
| 1Y | -10.2% | -52.1% | +41.9% | -5.6% |
| 3Y | +120.0% | -8.9% | +129.0% | +86.4% |
| 5Y | +95.6% | -82.4% | +178.0% | +92.7% |
| 10Y | +468.1% | +109.6% | +358.6% | +259.4% |
| All | +403.8% | -24.4% | +428.3% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling