+86.1%
AXP vs UMC
+77.4%
+8.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | -0.1% | +11.2% | -11.3% | -2.0% |
| 30D | +4.4% | -28.0% | +32.5% | +10.1% |
| 3M | -6.4% | -20.5% | +14.1% | -3.9% |
| 6M | +4.2% | -1.6% | +5.7% | -1.2% |
| YTD | -12.4% | +99.4% | -111.7% | -33.1% |
| 1Y | -11.1% | +120.4% | -131.5% | -34.4% |
| 3Y | +114.9% | +134.2% | -19.4% | +50.2% |
| All | +86.1% | +77.4% | +8.7% | +26.1% |
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