+68.7%
AXP vs AS
+139.2%
-70.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.1% |
| 7D | +4.6% | +13.8% | -9.2% | +1.8% |
| 30D | +9.7% | +16.7% | -6.9% | +6.2% |
| 3M | -3.8% | -11.5% | +7.7% | -1.6% |
| 6M | +4.8% | -5.5% | +10.3% | +5.4% |
| YTD | -9.1% | -14.2% | +5.1% | -7.0% |
| 1Y | -6.7% | +2.1% | -8.8% | -8.1% |
| All | +68.7% | +139.2% | -70.4% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling