+117.0%
AXP vs UMC
+107.6%
+9.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.5% |
| 7D | +0.6% | -17.0% | +17.6% | +2.1% |
| 30D | +5.8% | -40.6% | +46.4% | +10.5% |
| 3M | -6.0% | -27.9% | +21.8% | -4.0% |
| 6M | +0.3% | -7.5% | +7.8% | -2.7% |
| YTD | -12.3% | +79.3% | -91.6% | -25.5% |
| 1Y | -11.2% | +92.8% | -104.0% | -26.2% |
| 3Y | +117.0% | +108.2% | +8.9% | +68.7% |
| All | +117.0% | +107.6% | +9.4% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling