-11.1%
AXP vs A
+17.3%
-28.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -0.1% | -0.5% | +0.3% | 0.0% |
| 30D | +4.4% | 0.0% | +4.5% | +4.4% |
| 3M | -6.4% | +16.7% | -23.1% | -9.3% |
| 6M | +4.2% | +54.8% | -50.7% | -6.1% |
| YTD | -12.4% | +28.8% | -41.2% | -17.1% |
| 1Y | -11.1% | +19.3% | -30.4% | -11.4% |
| All | -11.1% | +17.3% | -28.4% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling