+86.1%
AXP vs EMR
+87.8%
-1.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | +2.8% | -3.0% | -1.8% |
| 30D | +4.4% | +3.7% | +0.8% | +2.2% |
| 3M | -6.4% | +2.0% | -8.4% | -7.9% |
| 6M | +4.2% | +22.1% | -18.0% | -8.4% |
| YTD | -12.4% | +27.2% | -39.6% | -26.1% |
| 1Y | -11.1% | +32.0% | -43.1% | -26.8% |
| 3Y | +114.9% | +103.3% | +11.6% | +30.2% |
| All | +86.1% | +87.8% | -1.6% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling