+481.5%
AXP vs USB
+100.3%
+381.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +0.8% |
| 7D | +4.6% | +2.4% | +2.2% | +2.8% |
| 30D | +9.7% | +6.6% | +3.2% | +4.6% |
| 3M | -3.8% | -4.1% | +0.3% | -0.9% |
| 6M | +4.8% | +12.5% | -7.7% | -4.5% |
| YTD | -9.1% | +17.6% | -26.7% | -19.8% |
| 1Y | -6.7% | +36.5% | -43.2% | -26.3% |
| 3Y | +125.2% | +95.4% | +29.8% | +33.3% |
| 5Y | +105.0% | +26.1% | +78.8% | +65.1% |
| 10Y | +481.5% | +101.3% | +380.2% | +194.6% |
| All | +481.5% | +100.3% | +381.2% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling