+91.3%
AXP vs USAR
-18.3%
+109.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.2% |
| 7D | -2.9% | +0.8% | -3.6% | -2.9% |
| 30D | +3.7% | -30.1% | +33.8% | +4.3% |
| 3M | -4.9% | -56.3% | +51.4% | -3.5% |
| 6M | +4.1% | -68.6% | +72.6% | +5.8% |
| YTD | -11.7% | -30.5% | +18.9% | -11.2% |
| 1Y | -11.7% | -53.5% | +41.8% | -11.0% |
| 3Y | +116.5% | -19.3% | +135.8% | +130.8% |
| All | +91.3% | -18.3% | +109.7% | +105.0% |
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