+97.0%
AXP vs USAR
-19.0%
+115.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.9% | +8.0% | +2.3% |
| 7D | +4.6% | -21.8% | +26.4% | +5.1% |
| 30D | +9.7% | -39.9% | +49.7% | +10.7% |
| 3M | -3.8% | -52.5% | +48.8% | -2.5% |
| 6M | +4.8% | -67.9% | +72.7% | +6.6% |
| YTD | -9.1% | -31.1% | +22.0% | -8.6% |
| 1Y | -6.7% | -49.8% | +43.1% | -6.0% |
| 3Y | +125.2% | -19.9% | +145.1% | +140.2% |
| All | +97.0% | -19.0% | +115.9% | +111.1% |
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