+821.2%
AXP vs URA
-31.1%
+852.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -6.5% | +7.4% | -13.9% | -8.8% |
| 3M | +4.6% | -8.4% | +13.0% | +6.5% |
| 6M | +5.4% | -12.7% | +18.1% | +7.9% |
| YTD | -11.1% | +7.8% | -18.9% | -15.8% |
| 1Y | -0.3% | +19.5% | -19.8% | -10.1% |
| 3Y | +111.6% | +116.4% | -4.8% | +50.8% |
| 5Y | +117.6% | +134.3% | -16.7% | +43.6% |
| 10Y | +474.1% | +359.3% | +114.9% | +176.2% |
| All | +821.2% | -31.1% | +852.3% | +566.0% |
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 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