-13.7%
AXP vs EMR
+29.8%
-43.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.1% | +2.7% | -4.8% | -3.0% |
| 30D | +2.7% | +2.1% | +0.6% | +1.9% |
| 3M | -7.3% | +2.3% | -9.5% | -8.1% |
| 6M | +1.8% | +22.5% | -20.7% | -6.0% |
| YTD | -13.1% | +27.2% | -40.3% | -23.2% |
| 1Y | -13.7% | +28.0% | -41.7% | -24.5% |
| All | -13.7% | +29.8% | -43.5% | -24.5% |
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