+89.9%
AXP vs USAR
-19.4%
+109.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | -0.1% | -0.8% | +0.7% | -0.1% |
| 30D | +4.4% | -20.9% | +25.4% | +4.8% |
| 3M | -6.4% | -56.2% | +49.7% | -5.1% |
| 6M | +4.2% | -67.9% | +72.1% | +5.9% |
| YTD | -12.4% | -31.4% | +19.1% | -11.9% |
| 1Y | -11.1% | -45.1% | +33.9% | -10.5% |
| 3Y | +114.9% | -20.3% | +135.2% | +129.1% |
| All | +89.9% | -19.4% | +109.2% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling