+455.5%
AXP vs UAL
+90.6%
+364.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.6% |
| 7D | +0.4% | +5.0% | -4.6% | -1.5% |
| 30D | +7.0% | -1.2% | +8.3% | +7.2% |
| 3M | -6.6% | -16.8% | +10.2% | -0.7% |
| 6M | +3.5% | +18.0% | -14.5% | -4.6% |
| YTD | -11.2% | -1.2% | -10.0% | -13.7% |
| 1Y | -10.2% | +14.3% | -24.5% | -17.6% |
| 3Y | +120.0% | +194.6% | -74.5% | +30.1% |
| 5Y | +95.6% | +109.6% | -14.1% | +25.0% |
| All | +455.5% | +90.6% | +364.9% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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