+89.6%
AXP vs AR
+71.8%
+17.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.6% | -14.3% | +14.8% | +3.3% |
| 30D | +5.8% | +1.4% | +4.4% | +5.3% |
| 3M | -6.0% | +3.4% | -9.4% | -7.0% |
| 6M | +0.3% | -2.1% | +2.4% | -0.1% |
| YTD | -12.3% | +4.7% | -17.0% | -14.6% |
| 1Y | -11.2% | +10.6% | -21.8% | -14.9% |
| 3Y | +117.0% | +24.6% | +92.4% | +98.7% |
| All | +89.6% | +71.8% | +17.8% | +63.2% |
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