+448.7%
AXP vs UAL
+94.5%
+354.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -2.0% |
| 7D | +0.6% | +8.2% | -7.6% | -2.4% |
| 30D | +5.8% | +2.3% | +3.5% | +4.5% |
| 3M | -6.0% | -12.7% | +6.7% | -1.9% |
| 6M | +0.3% | +12.7% | -12.4% | -5.9% |
| YTD | -12.3% | +0.8% | -13.1% | -15.4% |
| 1Y | -11.2% | +17.8% | -29.0% | -19.5% |
| 3Y | +117.0% | +206.7% | -89.7% | +26.3% |
| 5Y | +93.2% | +113.9% | -20.7% | +22.5% |
| All | +448.7% | +94.5% | +354.2% | +213.7% |
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