-10.9%
AXP vs UMC
+103.9%
-114.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +1.0% |
| 7D | -1.1% | -9.2% | +8.0% | -1.1% |
| 30D | +5.2% | -35.1% | +40.4% | +5.4% |
| 3M | -4.6% | -20.5% | +15.9% | -4.7% |
| 6M | +3.2% | -1.7% | +5.0% | +2.9% |
| YTD | -11.3% | +92.8% | -104.1% | -9.4% |
| All | -10.9% | +103.9% | -114.8% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling