+448.7%
AXP vs A
+319.7%
+129.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -2.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +5.8% | +3.4% | +2.5% | +4.0% |
| 3M | -6.0% | +23.8% | -29.8% | -15.9% |
| 6M | +0.3% | +49.0% | -48.7% | -19.2% |
| YTD | -12.3% | +29.4% | -41.7% | -24.5% |
| 1Y | -11.2% | +19.4% | -30.6% | -20.4% |
| 3Y | +117.0% | +66.2% | +50.8% | +56.6% |
| 5Y | +93.2% | +15.8% | +77.4% | +65.4% |
| All | +448.7% | +319.7% | +129.0% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling