+64.9%
AXP vs AS
+133.7%
-68.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.8% |
| 7D | +0.4% | +7.1% | -6.7% | -1.0% |
| 30D | +7.0% | +12.8% | -5.8% | +4.3% |
| 3M | -6.6% | -14.7% | +8.1% | -3.7% |
| 6M | +3.5% | -9.9% | +13.4% | +5.1% |
| YTD | -11.2% | -16.1% | +5.0% | -8.7% |
| 1Y | -10.2% | +0.2% | -10.3% | -11.2% |
| All | +64.9% | +133.7% | -68.9% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling