+425.5%
AXP vs ATI
+988.9%
-563.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -0.6% | +1.3% | -2.0% | -1.2% |
| 30D | +5.0% | -4.8% | +9.7% | +5.9% |
| 3M | -4.2% | -19.9% | +15.7% | +1.6% |
| 6M | +2.9% | +15.4% | -12.4% | -3.6% |
| YTD | -11.6% | +59.2% | -70.8% | -26.2% |
| 1Y | -11.1% | +86.3% | -97.3% | -29.5% |
| 3Y | +116.7% | +318.2% | -201.5% | +25.6% |
| 5Y | +89.6% | +958.6% | -869.0% | -22.2% |
| All | +425.5% | +988.9% | -563.4% | +79.1% |
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