+421.1%
AXP vs AR
-27.2%
+448.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 6M | +5.4% | +4.3% | +1.1% | +4.0% |
| YTD | -11.1% | +14.4% | -25.5% | -13.9% |
| 1Y | -0.3% | +21.3% | -21.6% | -4.8% |
| 3Y | +111.6% | +39.8% | +71.8% | +94.2% |
| 5Y | +117.6% | +142.1% | -24.5% | +78.1% |
| 10Y | +474.1% | +52.0% | +422.1% | +276.9% |
| All | +421.1% | -27.2% | +448.4% | +271.9% |
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