+89.6%
AXP vs AG
+12.9%
+76.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | +0.6% | +6.3% | -5.7% | +0.1% |
| 30D | +5.8% | -8.9% | +14.8% | +6.5% |
| 3M | -6.0% | -12.2% | +6.2% | -5.4% |
| 6M | +0.3% | -28.3% | +28.6% | +2.0% |
| YTD | -12.3% | -8.8% | -3.4% | -13.4% |
| 1Y | -11.2% | +39.4% | -50.6% | -15.6% |
| 3Y | +117.0% | +229.4% | -112.4% | +81.0% |
| All | +89.6% | +12.9% | +76.6% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling