+235.2%
AXP vs U
-31.3%
+266.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.9% |
| 7D | +0.6% | +36.6% | -36.0% | -3.2% |
| 30D | +5.8% | +13.3% | -7.5% | +4.0% |
| 3M | -6.0% | +26.2% | -32.2% | -9.0% |
| 6M | +0.3% | +88.7% | -88.4% | -7.8% |
| YTD | -12.3% | +16.6% | -28.8% | -16.1% |
| 1Y | -11.2% | +29.0% | -40.2% | -16.4% |
| 3Y | +117.0% | +99.5% | +17.5% | +86.1% |
| 5Y | +93.2% | -66.1% | +159.3% | +67.2% |
| All | +235.2% | -31.3% | +266.5% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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