+89.6%
AXP vs URI
+166.6%
-77.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.6% |
| 7D | +0.6% | -9.8% | +10.4% | +4.3% |
| 30D | +5.8% | +1.7% | +4.1% | +4.9% |
| 3M | -6.0% | -9.1% | +3.0% | -3.3% |
| 6M | +0.3% | +9.9% | -9.6% | -4.9% |
| YTD | -12.3% | +31.2% | -43.5% | -25.0% |
| 1Y | -11.2% | +25.9% | -37.2% | -22.6% |
| 3Y | +117.0% | +147.4% | -30.4% | +31.2% |
| All | +89.6% | +166.6% | -77.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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