-11.2%
AXP vs UMAC
-1.9%
-9.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -1.6% |
| 7D | +0.6% | -23.4% | +24.0% | +1.4% |
| 30D | +5.8% | -45.6% | +51.4% | +7.9% |
| 3M | -6.0% | -50.9% | +44.9% | -4.1% |
| 6M | +0.3% | -16.5% | +16.8% | -0.4% |
| YTD | -12.3% | -6.6% | -5.7% | -15.0% |
| 1Y | -11.2% | +10.7% | -21.9% | -15.7% |
| All | -11.2% | -1.9% | -9.3% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling