+440.3%
AXP vs ALL
+367.3%
+73.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | -1.1% | -3.9% | +2.7% | +1.2% |
| 30D | +5.2% | +10.6% | -5.4% | -1.3% |
| 3M | -4.6% | -4.6% | 0.0% | -2.3% |
| 6M | +3.2% | +20.2% | -17.0% | -10.0% |
| YTD | -11.3% | +23.7% | -35.1% | -24.8% |
| 1Y | -11.0% | +27.9% | -38.9% | -26.2% |
| 3Y | +120.2% | +109.2% | +11.0% | +23.8% |
| 5Y | +91.7% | +148.0% | -56.3% | -11.1% |
| 10Y | +440.3% | +363.8% | +76.6% | +68.1% |
| All | +440.3% | +367.3% | +73.0% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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