+92.4%
AXP vs USAR
-26.7%
+119.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.5% | +7.2% | -2.1% |
| 7D | +0.4% | -29.5% | +29.9% | +1.0% |
| 30D | +7.0% | -46.0% | +53.0% | +8.2% |
| 3M | -6.6% | -56.8% | +50.2% | -5.2% |
| 6M | +3.5% | -72.9% | +76.4% | +5.5% |
| YTD | -11.2% | -37.6% | +26.5% | -10.5% |
| 1Y | -10.2% | -56.0% | +45.9% | -9.3% |
| 3Y | +120.0% | -27.5% | +147.6% | +135.1% |
| All | +92.4% | -26.7% | +119.1% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling