+448.7%
AXP vs ASX
+754.3%
-305.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.7% | -3.0% |
| 7D | +0.6% | -19.9% | +20.5% | +6.2% |
| 30D | +5.8% | -30.9% | +36.7% | +15.6% |
| 3M | -6.0% | -15.1% | +9.1% | -4.3% |
| 6M | +0.3% | -6.5% | +6.8% | -4.2% |
| YTD | -12.3% | +98.4% | -110.7% | -36.1% |
| 1Y | -11.2% | +107.9% | -119.1% | -36.5% |
| 3Y | +117.0% | +325.3% | -208.2% | +14.4% |
| 5Y | +93.2% | +447.3% | -354.1% | -10.5% |
| All | +448.7% | +754.3% | -305.6% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling