+116.7%
AXP vs USAR
-22.7%
+139.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | -0.1% |
| 7D | -0.6% | -9.1% | +8.4% | -0.5% |
| 30D | +5.0% | -36.9% | +41.9% | +5.8% |
| 3M | -4.2% | -58.4% | +54.2% | -2.8% |
| 6M | +2.9% | -70.6% | +73.6% | +4.8% |
| YTD | -11.6% | -33.4% | +21.9% | -11.0% |
| 1Y | -11.1% | -54.0% | +42.9% | -10.3% |
| 3Y | +116.7% | -22.7% | +139.4% | +103.2% |
| All | +116.7% | -22.7% | +139.4% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling