+503.5%
ANET vs AXP
+88.8%
+414.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +10.2% | -2.9% | +13.0% | +12.2% |
| 30D | -6.7% | +3.7% | -10.5% | -8.7% |
| 3M | -0.6% | -4.9% | +4.3% | +2.0% |
| 6M | +44.2% | +4.1% | +40.1% | +39.4% |
| YTD | +50.1% | -11.7% | +61.8% | +58.8% |
| 1Y | +45.8% | -11.7% | +57.5% | +54.2% |
| 3Y | +280.4% | +116.5% | +163.9% | +132.3% |
| 5Y | +503.5% | +89.5% | +414.0% | +303.4% |
| All | +503.5% | +88.8% | +414.8% | +303.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling