+119.7%
AXP vs EMR
+86.0%
+33.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | 0.0% |
| 7D | +0.4% | -4.8% | +5.2% | +2.8% |
| 30D | +7.0% | +0.7% | +6.3% | +6.5% |
| 3M | -6.6% | +0.4% | -7.0% | -7.1% |
| 6M | +3.5% | +18.4% | -14.9% | -6.3% |
| YTD | -11.2% | +23.9% | -35.1% | -22.5% |
| 1Y | -10.2% | +24.7% | -34.9% | -22.0% |
| All | +119.7% | +86.0% | +33.7% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling