+90.1%
AXP vs USAR
-18.7%
+108.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.1% | -1.4% |
| 7D | +0.6% | -14.5% | +15.1% | +0.9% |
| 30D | +5.8% | -37.8% | +43.7% | +6.7% |
| 3M | -6.0% | -52.8% | +46.7% | -4.8% |
| 6M | +0.3% | -71.2% | +71.5% | +2.2% |
| YTD | -12.3% | -30.9% | +18.6% | -11.8% |
| 1Y | -11.2% | -48.0% | +36.8% | -10.6% |
| 3Y | +117.0% | -19.7% | +136.7% | +131.3% |
| All | +90.1% | -18.7% | +108.8% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling