+113.2%
AXP vs UMC
+137.2%
-24.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | -2.1% | +17.8% | -19.9% | -3.5% |
| 30D | +2.7% | -29.6% | +32.3% | +5.6% |
| 3M | -7.3% | -18.4% | +11.1% | -6.4% |
| 6M | +1.8% | -0.1% | +1.9% | -1.6% |
| YTD | -13.1% | +104.0% | -117.1% | -27.0% |
| 1Y | -13.7% | +121.5% | -135.2% | -29.2% |
| All | +113.2% | +137.2% | -24.0% | +61.6% |
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 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