+403.0%
AXP vs URA
+272.2%
+130.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.4% |
| 7D | -2.1% | +4.5% | -6.6% | -3.5% |
| 30D | +2.7% | -13.4% | +16.1% | +6.7% |
| 3M | -7.3% | -28.4% | +21.1% | +1.4% |
| 6M | +1.8% | -40.5% | +42.2% | +16.7% |
| YTD | -13.1% | -24.3% | +11.2% | -9.4% |
| 1Y | -13.7% | -28.8% | +15.1% | -8.6% |
| 3Y | +113.1% | +37.6% | +75.5% | +69.9% |
| 5Y | +85.9% | +30.7% | +55.2% | +44.7% |
| All | +403.0% | +272.2% | +130.7% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling