+117.0%
AXP vs TRU
+65.0%
+52.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | +0.6% | +5.7% | -5.1% | -1.3% |
| 30D | +5.8% | +29.2% | -23.4% | -3.3% |
| 3M | -6.0% | +2.7% | -8.7% | -7.5% |
| 6M | +0.3% | +15.2% | -14.9% | -6.1% |
| YTD | -12.3% | -4.9% | -7.4% | -12.5% |
| 1Y | -11.2% | +3.4% | -14.7% | -14.4% |
| 3Y | +117.0% | +63.2% | +53.8% | +92.8% |
| All | +117.0% | +65.0% | +52.0% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling