+137.3%
AXP vs COMP
-52.0%
+189.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.7% | -12.0% | -2.6% |
| 7D | +0.6% | +13.4% | -12.9% | -1.1% |
| 30D | +5.8% | +11.1% | -5.3% | +4.2% |
| 3M | -6.0% | -18.8% | +12.8% | -4.0% |
| 6M | +0.3% | +10.5% | -10.2% | -1.8% |
| YTD | -12.3% | -3.4% | -8.9% | -13.5% |
| 1Y | -11.2% | +19.7% | -30.9% | -14.8% |
| 3Y | +117.0% | +381.6% | -264.6% | +70.3% |
| 5Y | +93.2% | -17.6% | +110.8% | +67.8% |
| All | +137.3% | -52.0% | +189.2% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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