+397.7%
AXP vs RUN
-23.6%
+421.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | +0.6% | +33.4% | -32.8% | -2.7% |
| 30D | +5.8% | +31.1% | -25.3% | +2.4% |
| 3M | -6.0% | +6.4% | -12.4% | -7.2% |
| 6M | +0.3% | -22.2% | +22.5% | +1.9% |
| YTD | -12.3% | -45.8% | +33.5% | -8.6% |
| 1Y | -11.2% | -51.1% | +39.9% | -7.0% |
| 3Y | +117.0% | -3.0% | +120.0% | +82.3% |
| 5Y | +93.2% | -82.2% | +175.4% | +90.1% |
| 10Y | +461.2% | +111.9% | +349.3% | +254.5% |
| All | +397.7% | -23.6% | +421.2% | +227.1% |
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