-6.7%
AXP vs EMR
+25.6%
-32.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.3% | +1.4% |
| 7D | +4.6% | +1.6% | +3.0% | +4.0% |
| 30D | +9.7% | +5.0% | +4.7% | +8.0% |
| 3M | -3.8% | +7.7% | -11.4% | -6.3% |
| 6M | +4.8% | +26.8% | -22.0% | -4.2% |
| YTD | -9.1% | +29.9% | -39.0% | -18.4% |
| 1Y | -6.7% | +25.7% | -32.4% | -15.1% |
| All | -6.7% | +25.6% | -32.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling