+6,610.0%
AXP vs USB
+8,537.0%
-1,927.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -2.1% | +1.4% | -3.6% | -3.0% |
| 30D | -6.5% | -1.3% | -5.2% | -5.8% |
| 3M | +4.6% | +15.2% | -10.6% | -4.2% |
| 6M | +5.4% | +18.8% | -13.4% | -5.4% |
| YTD | -11.1% | +21.0% | -32.1% | -21.0% |
| 1Y | -0.3% | +34.0% | -34.3% | -16.7% |
| 3Y | +111.6% | +95.3% | +16.3% | +38.4% |
| 5Y | +117.6% | +40.4% | +77.2% | +69.5% |
| 10Y | +474.1% | +107.3% | +366.8% | +255.8% |
| All | +6,610.0% | +8,537.0% | -1,927.0% | +1,125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling