-9.4%
AXP vs SKUU
-57.3%
+47.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.7% | +9.5% | +0.8% |
| 7D | -0.1% | +5.2% | -5.4% | -0.2% |
| 30D | +4.4% | -27.4% | +31.8% | +4.6% |
| 3M | -6.4% | -47.2% | +40.8% | -6.5% |
| All | -9.4% | -57.3% | +47.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 SKUU 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 · Available span rolling