+6,610.0%
AXP vs B
+803.7%
+5,806.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | -6.5% | +9.4% | -16.0% | -7.0% |
| 3M | +4.6% | +5.0% | -0.3% | +4.3% |
| 6M | +5.4% | -3.5% | +9.0% | +5.3% |
| YTD | -11.1% | +4.5% | -15.6% | -11.6% |
| 1Y | -0.3% | +67.8% | -68.1% | -3.2% |
| 3Y | +111.6% | +196.7% | -85.1% | +99.4% |
| 5Y | +117.6% | +151.9% | -34.4% | +105.4% |
| 10Y | +474.1% | +202.2% | +272.0% | +431.6% |
| All | +6,610.0% | +803.7% | +5,806.3% | +7,514.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 all: compounded portfolio wealth divided by compounded B 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…
all analysis · Full analysis span regression · 6 months rolling