+448.7%
AXP vs AR
+44.3%
+404.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.6% | -14.3% | +14.8% | +3.1% |
| 30D | +5.8% | +1.4% | +4.4% | +5.4% |
| 3M | -6.0% | +3.4% | -9.4% | -6.9% |
| 6M | +0.3% | -2.1% | +2.4% | -0.1% |
| YTD | -12.3% | +4.7% | -17.0% | -14.2% |
| 1Y | -11.2% | +10.6% | -21.8% | -14.2% |
| 3Y | +117.0% | +24.6% | +92.4% | +101.7% |
| 5Y | +93.2% | +71.9% | +21.3% | +64.8% |
| All | +448.7% | +44.3% | +404.4% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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