+440.3%
AXP vs UMC
+1,198.4%
-758.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | -0.4% |
| 7D | -1.1% | -9.2% | +8.0% | +0.4% |
| 30D | +5.2% | -35.1% | +40.4% | +13.9% |
| 3M | -4.6% | -20.5% | +15.9% | -1.6% |
| 6M | +3.2% | -1.7% | +5.0% | -1.3% |
| YTD | -11.3% | +92.8% | -104.1% | -29.5% |
| 1Y | -11.0% | +104.5% | -115.5% | -30.4% |
| 3Y | +120.2% | +129.8% | -9.7% | +63.7% |
| 5Y | +91.7% | +74.0% | +17.7% | +47.7% |
| 10Y | +440.3% | +1,198.4% | -758.1% | +137.6% |
| All | +440.3% | +1,198.4% | -758.1% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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