+117.0%
AXP vs SU
+337.7%
-220.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.1% | +3.6% | -5.7% | -3.0% |
| 30D | -6.5% | +7.9% | -14.4% | -8.3% |
| 3M | +4.6% | +3.5% | +1.1% | +3.3% |
| 6M | +5.4% | +19.0% | -13.5% | -0.5% |
| YTD | -11.1% | +55.0% | -66.1% | -22.7% |
| 1Y | -0.3% | +71.2% | -71.5% | -16.0% |
| 3Y | +111.6% | +117.4% | -5.8% | +63.9% |
| All | +117.0% | +337.7% | -220.7% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling