-13.7%
AXP vs USAR
-54.5%
+40.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | -2.1% | +8.8% | -10.9% | -2.6% |
| 30D | +2.7% | -28.5% | +31.1% | +4.2% |
| 3M | -7.3% | -56.2% | +48.9% | -3.5% |
| 6M | +1.8% | -68.4% | +70.2% | +6.8% |
| YTD | -13.1% | -32.2% | +19.1% | -14.0% |
| 1Y | -13.7% | -52.3% | +38.6% | -13.3% |
| All | -13.7% | -54.5% | +40.8% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling