+959.5%
AAOI vs AXP
+413.5%
+546.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.8% |
| 7D | -0.7% | -2.1% | +1.5% | +0.6% |
| 30D | -17.9% | -6.5% | -11.4% | -14.7% |
| 3M | -48.0% | +4.6% | -52.6% | -49.7% |
| 6M | +5.8% | +5.4% | +0.4% | +1.5% |
| YTD | +202.7% | -11.1% | +213.8% | +213.0% |
| 1Y | +352.5% | -0.3% | +352.8% | +336.2% |
| 3Y | +657.0% | +111.6% | +545.5% | +418.1% |
| 5Y | +1,267.0% | +117.6% | +1,149.4% | +799.0% |
| 10Y | +502.7% | +474.1% | +28.6% | +116.3% |
| All | +959.5% | +413.5% | +546.0% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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