+428.4%
AXP vs SU
+218.9%
+209.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -0.6% | -10.2% | +9.6% | +3.5% |
| 30D | +5.0% | -6.2% | +11.2% | +7.1% |
| 3M | -4.2% | +8.7% | -12.9% | -8.2% |
| 6M | +2.9% | +7.2% | -4.3% | -1.8% |
| YTD | -11.6% | +55.9% | -67.5% | -28.9% |
| 1Y | -11.1% | +60.4% | -71.5% | -29.5% |
| 3Y | +116.7% | +125.2% | -8.4% | +45.1% |
| 5Y | +89.6% | +216.7% | -127.1% | +1.8% |
| 10Y | +428.4% | +223.9% | +204.5% | +136.6% |
| All | +428.4% | +218.9% | +209.4% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling