+440.3%
AXP vs ATI
+1,119.3%
-679.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.1% | -0.5% |
| 7D | -1.1% | +6.0% | -7.1% | -3.0% |
| 30D | +5.2% | -3.6% | +8.9% | +5.8% |
| 3M | -4.6% | -18.9% | +14.3% | +0.8% |
| 6M | +3.2% | +16.7% | -13.5% | -3.7% |
| YTD | -11.3% | +61.1% | -72.4% | -26.3% |
| 1Y | -11.0% | +89.3% | -100.3% | -29.8% |
| 3Y | +120.2% | +333.3% | -213.1% | +26.1% |
| 5Y | +91.7% | +954.5% | -862.8% | -21.2% |
| 10Y | +440.3% | +1,067.0% | -626.6% | +81.2% |
| All | +440.3% | +1,119.3% | -679.0% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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