+119.7%
AXP vs AG
+214.1%
-94.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -2.1% |
| 7D | +0.4% | -2.9% | +3.3% | +0.5% |
| 30D | +7.0% | -15.1% | +22.1% | +8.0% |
| 3M | -6.6% | -15.4% | +8.8% | -5.9% |
| 6M | +3.5% | -21.9% | +25.4% | +4.2% |
| YTD | -11.2% | -10.4% | -0.7% | -11.9% |
| 1Y | -10.2% | +39.8% | -50.0% | -13.2% |
| All | +119.7% | +214.1% | -94.4% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling