+428.4%
AXP vs AG
+64.1%
+364.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +0.2% |
| 7D | -0.6% | +6.0% | -6.6% | -1.1% |
| 30D | +5.0% | -13.5% | +18.5% | +5.9% |
| 3M | -4.2% | -20.7% | +16.4% | -3.0% |
| 6M | +2.9% | -31.5% | +34.5% | +5.0% |
| YTD | -11.6% | -10.1% | -1.4% | -12.4% |
| 1Y | -11.1% | +26.0% | -37.1% | -14.2% |
| 3Y | +116.7% | +228.9% | -112.2% | +88.2% |
| 5Y | +89.6% | +8.7% | +80.9% | +74.9% |
| 10Y | +428.4% | +71.9% | +356.5% | +357.7% |
| All | +428.4% | +64.1% | +364.3% | +357.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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