+467.1%
AXP vs SU
+259.2%
+207.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.0% |
| 7D | -2.5% | +1.6% | -4.0% | -3.1% |
| 30D | -5.0% | +10.7% | -15.8% | -9.0% |
| 3M | +1.4% | +13.5% | -12.2% | -4.5% |
| 6M | +6.0% | +21.8% | -15.8% | -4.1% |
| YTD | -12.3% | +58.8% | -71.2% | -29.5% |
| 1Y | +0.3% | +72.0% | -71.8% | -22.3% |
| 3Y | +111.7% | +121.7% | -10.1% | +43.5% |
| 5Y | +114.5% | +350.4% | -235.9% | -3.0% |
| 10Y | +467.1% | +264.7% | +202.4% | +149.2% |
| All | +467.1% | +259.2% | +207.9% | +149.2% |
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