+91.7%
AXP vs EMR
+91.0%
+0.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -1.5% |
| 7D | -1.1% | +2.1% | -3.3% | -2.4% |
| 30D | +5.2% | +4.8% | +0.5% | +2.3% |
| 3M | -4.6% | +7.5% | -12.1% | -8.8% |
| 6M | +3.2% | +20.9% | -17.6% | -8.6% |
| YTD | -11.3% | +29.2% | -40.5% | -25.8% |
| 1Y | -11.0% | +33.0% | -44.0% | -27.0% |
| 3Y | +120.2% | +109.8% | +10.4% | +30.9% |
| 5Y | +91.7% | +91.9% | -0.2% | +21.6% |
| All | +91.7% | +91.0% | +0.8% | +21.6% |
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 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