-11.8%
AXP vs ATI
+77.9%
-89.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.7% | -1.7% |
| 7D | +0.6% | +6.2% | -5.6% | -0.1% |
| 30D | +5.8% | -7.1% | +12.9% | +6.3% |
| 3M | -6.0% | -21.3% | +15.3% | -3.9% |
| 6M | +0.3% | +6.5% | -6.2% | -2.5% |
| YTD | -12.3% | +53.2% | -65.4% | -24.1% |
| All | -11.8% | +77.9% | -89.7% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling