+464.9%
AXP vs UMC
+1,742.7%
-1,277.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.0% |
| 7D | +0.6% | +6.6% | -6.0% | -0.8% |
| 30D | -4.3% | +16.6% | -20.9% | -7.5% |
| 3M | +4.7% | +11.0% | -6.3% | +0.3% |
| 6M | +9.0% | +131.3% | -122.3% | -13.0% |
| YTD | -11.1% | +182.5% | -193.6% | -33.6% |
| 1Y | +1.3% | +222.3% | -221.0% | -27.1% |
| 3Y | +114.5% | +253.0% | -138.6% | +48.0% |
| 5Y | +118.0% | +141.8% | -23.8% | +59.4% |
| 10Y | +464.9% | +1,772.2% | -1,307.3% | +137.3% |
| All | +464.9% | +1,742.7% | -1,277.7% | +137.3% |
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