+86.1%
AXP vs ATI
+959.5%
-873.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.8% |
| 7D | -0.1% | +4.2% | -4.3% | -1.3% |
| 30D | +4.4% | -2.5% | +7.0% | +4.6% |
| 3M | -6.4% | -19.4% | +13.0% | -1.6% |
| 6M | +4.2% | +11.1% | -6.9% | -0.9% |
| YTD | -12.4% | +59.5% | -71.9% | -26.1% |
| 1Y | -11.1% | +85.8% | -96.9% | -28.5% |
| 3Y | +114.9% | +311.9% | -197.0% | +27.4% |
| All | +86.1% | +959.5% | -873.4% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling