+1,776.0%
AXP vs URI
+7,950.8%
-6,174.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +3.5% |
| 7D | +4.6% | -4.3% | +8.9% | +6.0% |
| 30D | +9.7% | +4.6% | +5.1% | +8.1% |
| 3M | -3.8% | -2.1% | -1.7% | -3.6% |
| 6M | +4.8% | +21.9% | -17.1% | -2.6% |
| YTD | -9.1% | +39.7% | -48.8% | -20.8% |
| 1Y | -6.7% | +32.9% | -39.6% | -17.4% |
| 3Y | +125.2% | +155.8% | -30.6% | +59.4% |
| 5Y | +105.0% | +202.4% | -97.5% | +35.5% |
| 10Y | +481.5% | +1,517.7% | -1,036.3% | +123.3% |
| All | +1,776.0% | +7,950.8% | -6,174.8% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling