+842.2%
AXP vs URA
-51.1%
+893.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.5% |
| 7D | +4.6% | -10.5% | +15.1% | +8.0% |
| 30D | +9.7% | -18.6% | +28.4% | +16.2% |
| 3M | -3.8% | -23.0% | +19.3% | +3.1% |
| 6M | +4.8% | -40.3% | +45.1% | +19.9% |
| YTD | -9.1% | -23.5% | +14.4% | -5.3% |
| 1Y | -6.7% | -31.1% | +24.4% | 0.0% |
| 3Y | +125.2% | +38.3% | +86.9% | +83.4% |
| 5Y | +105.0% | +34.6% | +70.4% | +62.1% |
| 10Y | +481.5% | +285.4% | +196.1% | +193.2% |
| All | +842.2% | -51.1% | +893.3% | +649.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling