+932.9%
AXP vs A
+457.0%
+475.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -2.1% | -1.9% | -0.2% | -1.5% |
| 30D | -6.5% | +6.9% | -13.5% | -8.8% |
| 3M | +4.6% | +9.2% | -4.6% | +1.2% |
| 6M | +5.4% | +25.7% | -20.3% | -3.5% |
| YTD | -11.1% | +11.5% | -22.7% | -15.5% |
| 1Y | -0.3% | +18.4% | -18.7% | -7.4% |
| 3Y | +111.6% | +26.6% | +85.0% | +89.3% |
| 5Y | +117.6% | -12.8% | +130.4% | +117.5% |
| 10Y | +474.1% | +247.2% | +226.9% | +265.2% |
| All | +932.9% | +457.0% | +475.8% | +362.9% |
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