+95.6%
AXP vs URA
+27.0%
+68.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -0.9% |
| 7D | +0.4% | -13.3% | +13.7% | +4.0% |
| 30D | +7.0% | -25.9% | +32.9% | +15.3% |
| 3M | -6.6% | -27.8% | +21.2% | +0.8% |
| 6M | +3.5% | -42.8% | +46.3% | +17.9% |
| YTD | -11.2% | -27.5% | +16.3% | -7.0% |
| 1Y | -10.2% | -35.1% | +25.0% | -3.2% |
| 3Y | +120.0% | +31.1% | +89.0% | +77.1% |
| 5Y | +95.6% | +29.8% | +65.8% | +50.5% |
| All | +95.6% | +27.0% | +68.6% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling