+404.1%
AXP vs RUN
-31.9%
+436.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.1% | +1.3% | -3.4% | -2.3% |
| 30D | -6.5% | -15.3% | +8.7% | -5.0% |
| 3M | +4.6% | -40.0% | +44.7% | +10.0% |
| 6M | +5.4% | -27.0% | +32.4% | +7.8% |
| YTD | -11.1% | -51.7% | +40.6% | -5.9% |
| 1Y | -0.3% | -45.9% | +45.6% | +3.3% |
| 3Y | +111.6% | -43.8% | +155.3% | +90.7% |
| 5Y | +117.6% | -80.5% | +198.1% | +110.5% |
| 10Y | +474.1% | +45.3% | +428.9% | +274.8% |
| All | +404.1% | -31.9% | +436.1% | +237.0% |
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