+239.5%
AXP vs U
-44.5%
+284.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -2.1% | -3.8% | +1.7% | -1.7% |
| 30D | -6.5% | +17.5% | -24.0% | -8.5% |
| 3M | +4.6% | +38.7% | -34.1% | +0.3% |
| 6M | +5.4% | +104.4% | -99.0% | -3.9% |
| YTD | -11.1% | -5.7% | -5.4% | -12.5% |
| 1Y | -0.3% | +3.7% | -4.0% | -3.7% |
| 3Y | +111.6% | +12.3% | +99.3% | +93.4% |
| 5Y | +117.6% | -68.8% | +186.4% | +95.4% |
| All | +239.5% | -44.5% | +284.0% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling