+117.0%
AXP vs UMC
+118.0%
-1.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -2.0% |
| 7D | -2.1% | +5.0% | -7.1% | -3.1% |
| 30D | -6.5% | +7.7% | -14.2% | -8.0% |
| 3M | +4.6% | +1.7% | +3.0% | +2.0% |
| 6M | +5.4% | +113.9% | -108.5% | -15.3% |
| YTD | -11.1% | +168.9% | -180.0% | -34.7% |
| 1Y | -0.3% | +207.2% | -207.5% | -30.1% |
| 3Y | +111.6% | +227.7% | -116.1% | +40.8% |
| All | +117.0% | +118.0% | -1.0% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling