+420.9%
AXP vs AR
-32.8%
+453.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.9% |
| 7D | +0.4% | -11.7% | +12.1% | +2.3% |
| 30D | +7.0% | +1.8% | +5.2% | +6.5% |
| 3M | -6.6% | +6.0% | -12.6% | -7.8% |
| 6M | +3.5% | -7.0% | +10.5% | +3.9% |
| YTD | -11.2% | +5.6% | -16.7% | -13.1% |
| 1Y | -10.2% | +10.8% | -21.0% | -13.0% |
| 3Y | +120.0% | +19.3% | +100.7% | +106.7% |
| 5Y | +95.6% | +73.3% | +22.2% | +68.3% |
| 10Y | +468.1% | +47.6% | +420.5% | +274.9% |
| All | +420.9% | -32.8% | +453.7% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling