+117.0%
AXP vs EAT
+486.0%
-369.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.7% |
| 7D | +0.6% | -2.6% | +3.2% | +1.1% |
| 30D | +5.8% | +11.5% | -5.6% | +3.4% |
| 3M | -6.0% | -9.1% | +3.1% | -4.9% |
| 6M | +0.3% | +40.4% | -40.1% | -7.5% |
| YTD | -12.3% | +43.9% | -56.2% | -20.3% |
| 1Y | -11.2% | +101.9% | -113.2% | -25.7% |
| 3Y | +117.0% | +489.9% | -372.8% | +62.6% |
| All | +117.0% | +486.0% | -369.0% | +62.6% |
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