+378.8%
AXP vs TRU
+238.0%
+140.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +1.6% |
| 7D | -2.1% | -6.8% | +4.6% | +0.9% |
| 30D | -6.5% | 0.0% | -6.6% | -6.8% |
| 3M | +4.6% | +13.3% | -8.7% | -2.4% |
| 6M | +5.4% | +3.4% | +2.0% | +1.8% |
| YTD | -11.1% | -6.4% | -4.7% | -10.9% |
| 1Y | -0.3% | -9.7% | +9.4% | +0.7% |
| 3Y | +111.6% | +0.1% | +111.4% | +91.6% |
| 5Y | +117.6% | -34.0% | +151.6% | +140.1% |
| 10Y | +474.1% | +147.9% | +326.2% | +284.6% |
| All | +378.8% | +238.0% | +140.8% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling