+111.1%
AXP vs USAR
+73.0%
+38.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -2.1% | -2.1% | 0.0% | -2.1% |
| 30D | -6.5% | +2.6% | -9.2% | -6.6% |
| 3M | +4.6% | -35.0% | +39.7% | +5.1% |
| 6M | +5.4% | -6.9% | +12.3% | +5.2% |
| YTD | -11.1% | +48.0% | -59.1% | -11.8% |
| 1Y | -0.3% | +24.8% | -25.1% | -0.9% |
| All | +111.1% | +73.0% | +38.1% | +129.3% |
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 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