+105.0%
AXP vs USB
+23.7%
+81.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.0% |
| 7D | +4.6% | +2.4% | +2.2% | +3.1% |
| 30D | +9.7% | +6.6% | +3.2% | +5.3% |
| 3M | -3.8% | -4.1% | +0.3% | -1.3% |
| 6M | +4.8% | +12.5% | -7.7% | -3.1% |
| YTD | -9.1% | +17.6% | -26.7% | -18.1% |
| 1Y | -6.7% | +36.5% | -43.2% | -23.3% |
| 3Y | +125.2% | +95.4% | +29.8% | +49.3% |
| 5Y | +105.0% | +26.1% | +78.8% | +85.7% |
| All | +105.0% | +23.7% | +81.3% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling