+403.0%
AXP vs ALL
+376.2%
+26.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.3% |
| 30D | +2.7% | +12.8% | -10.2% | -4.9% |
| 3M | -7.3% | +4.7% | -12.0% | -10.3% |
| 6M | +1.8% | +24.9% | -23.2% | -13.4% |
| YTD | -13.1% | +30.0% | -43.0% | -28.5% |
| 1Y | -13.7% | +29.9% | -43.7% | -29.1% |
| 3Y | +113.1% | +117.5% | -4.4% | +17.1% |
| 5Y | +85.9% | +161.7% | -75.8% | -16.7% |
| All | +403.0% | +376.2% | +26.8% | +60.7% |
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