+119.7%
AXP vs EAT
+503.3%
-383.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.6% |
| 7D | +0.4% | -3.3% | +3.7% | +1.0% |
| 30D | +7.0% | +11.7% | -4.6% | +4.6% |
| 3M | -6.6% | -5.9% | -0.7% | -6.1% |
| 6M | +3.5% | +46.7% | -43.3% | -5.5% |
| YTD | -11.2% | +48.2% | -59.3% | -19.7% |
| 1Y | -10.2% | +105.4% | -115.6% | -25.0% |
| All | +119.7% | +503.3% | -383.6% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling