+932.3%
AXP vs A
+535.2%
+397.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.8% | -1.3% |
| 7D | +0.4% | -5.2% | +5.6% | +2.2% |
| 30D | +7.0% | +1.4% | +5.6% | +6.4% |
| 3M | -6.6% | +21.9% | -28.5% | -13.1% |
| 6M | +3.5% | +46.7% | -43.2% | -10.3% |
| YTD | -11.2% | +27.2% | -38.4% | -19.5% |
| 1Y | -10.2% | +17.9% | -28.1% | -16.4% |
| 3Y | +120.0% | +61.1% | +58.9% | +81.2% |
| 5Y | +95.6% | +13.8% | +81.7% | +78.5% |
| 10Y | +468.1% | +318.8% | +149.3% | +239.0% |
| All | +932.3% | +535.2% | +397.0% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling