+111.1%
AXP vs USB
+95.2%
+15.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -0.9% |
| 7D | -2.1% | +1.4% | -3.6% | -3.1% |
| 30D | -6.5% | -1.3% | -5.2% | -5.8% |
| 3M | +4.6% | +15.2% | -10.6% | -5.2% |
| 6M | +5.4% | +18.8% | -13.4% | -6.6% |
| YTD | -11.1% | +21.0% | -32.1% | -21.9% |
| 1Y | -0.3% | +34.0% | -34.3% | -18.2% |
| All | +111.1% | +95.2% | +15.9% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling