+145.9%
AXP vs COMP
-52.8%
+198.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +1.2% |
| 7D | +4.6% | +9.5% | -4.9% | +3.4% |
| 30D | +9.7% | +8.1% | +1.7% | +8.5% |
| 3M | -3.8% | -16.3% | +12.6% | -2.0% |
| 6M | +4.8% | +42.2% | -37.4% | -0.8% |
| YTD | -9.1% | -5.0% | -4.1% | -10.1% |
| 1Y | -6.7% | +20.1% | -26.8% | -10.4% |
| 3Y | +125.2% | +358.4% | -233.2% | +77.9% |
| 5Y | +105.0% | -21.9% | +126.9% | +79.0% |
| All | +145.9% | -52.8% | +198.6% | +121.4% |
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