+95.6%
AXP vs COMP
-28.0%
+123.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +5.9% | -1.2% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | +7.0% | -0.8% | +7.8% | +6.9% |
| 3M | -6.6% | -28.1% | +21.5% | -2.9% |
| 6M | +3.5% | +27.0% | -23.5% | -0.8% |
| YTD | -11.2% | -12.8% | +1.6% | -11.2% |
| 1Y | -10.2% | +4.9% | -15.1% | -12.3% |
| 3Y | +120.0% | +321.0% | -201.0% | +74.1% |
| 5Y | +95.6% | -25.6% | +121.1% | +86.0% |
| All | +95.6% | -28.0% | +123.5% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling