+111.1%
AXP vs AR
+40.7%
+70.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.1% | +2.5% | -4.6% | -2.5% |
| 30D | -6.5% | +14.8% | -21.3% | -8.6% |
| 3M | +4.6% | +6.2% | -1.6% | +3.4% |
| 6M | +5.4% | +4.3% | +1.1% | +4.0% |
| YTD | -11.1% | +14.4% | -25.5% | -14.3% |
| 1Y | -0.3% | +21.3% | -21.6% | -5.8% |
| All | +111.1% | +40.7% | +70.3% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling