+95.6%
AXP vs ALL
+155.0%
-59.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | +0.4% | +4.2% | -3.8% | -1.2% |
| 30D | +7.0% | +18.9% | -11.9% | +0.3% |
| 3M | -6.6% | +1.2% | -7.8% | -7.3% |
| 6M | +3.5% | +23.2% | -19.8% | -5.7% |
| YTD | -11.2% | +30.0% | -41.2% | -21.1% |
| 1Y | -10.2% | +39.6% | -49.8% | -22.7% |
| 3Y | +120.0% | +115.2% | +4.8% | +53.5% |
| 5Y | +95.6% | +156.2% | -60.7% | +22.5% |
| All | +95.6% | +155.0% | -59.4% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling