+645.8%
AXP vs AG
+287.4%
+358.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -2.0% |
| 7D | +0.4% | -2.9% | +3.3% | +0.6% |
| 30D | +7.0% | -15.1% | +22.1% | +8.6% |
| 3M | -6.6% | -15.4% | +8.8% | -5.5% |
| 6M | +3.5% | -21.9% | +25.4% | +4.9% |
| YTD | -11.2% | -10.4% | -0.7% | -12.3% |
| 1Y | -10.2% | +39.8% | -50.0% | -15.3% |
| 3Y | +120.0% | +209.5% | -89.5% | +83.8% |
| 5Y | +95.6% | +12.5% | +83.1% | +76.0% |
| 10Y | +468.1% | +79.5% | +388.7% | +342.6% |
| All | +645.8% | +287.4% | +358.4% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling