+469.1%
AXP vs USB
+107.5%
+361.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -0.9% |
| 7D | -2.1% | +1.4% | -3.6% | -3.2% |
| 30D | -6.5% | -1.3% | -5.2% | -5.7% |
| 3M | +4.6% | +15.2% | -10.6% | -6.2% |
| 6M | +5.4% | +18.8% | -13.4% | -7.8% |
| YTD | -11.1% | +21.0% | -32.1% | -23.2% |
| 1Y | -0.3% | +34.0% | -34.3% | -20.2% |
| 3Y | +111.6% | +95.3% | +16.3% | +24.2% |
| 5Y | +117.6% | +40.4% | +77.2% | +60.2% |
| All | +469.1% | +107.5% | +361.6% | +168.1% |
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