+428.4%
AXP vs A
+312.5%
+115.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -0.6% | +1.4% | -2.0% | -1.3% |
| 30D | +5.0% | +4.3% | +0.7% | +2.7% |
| 3M | -4.2% | +19.8% | -24.0% | -12.8% |
| 6M | +2.9% | +54.4% | -51.4% | -18.5% |
| YTD | -11.6% | +31.7% | -43.3% | -24.6% |
| 1Y | -11.1% | +22.4% | -33.5% | -21.2% |
| 3Y | +116.7% | +67.7% | +49.0% | +55.9% |
| 5Y | +89.6% | +15.7% | +73.9% | +62.8% |
| 10Y | +428.4% | +308.7% | +119.7% | +146.8% |
| All | +428.4% | +312.5% | +115.9% | +146.8% |
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