+117.0%
AXP vs AR
+143.7%
-26.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.1% | +2.5% | -4.6% | -2.6% |
| 30D | -6.5% | +14.8% | -21.3% | -9.0% |
| 3M | +4.6% | +6.2% | -1.6% | +3.1% |
| 6M | +5.4% | +4.3% | +1.1% | +3.7% |
| YTD | -11.1% | +14.4% | -25.5% | -14.5% |
| 1Y | -0.3% | +21.3% | -21.6% | -5.9% |
| 3Y | +111.6% | +39.8% | +71.8% | +89.9% |
| All | +117.0% | +143.7% | -26.7% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling