+3.5%
AXP vs AR
-7.2%
+10.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.6% |
| 7D | +0.4% | -11.7% | +12.1% | -1.1% |
| 30D | +7.0% | +1.8% | +5.2% | +6.8% |
| 3M | -6.6% | +6.0% | -12.6% | -5.3% |
| 6M | +3.5% | -7.0% | +10.5% | +3.0% |
| All | +3.5% | -7.2% | +10.6% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling