+6,610.0%
AXP vs EMR
+4,039.8%
+2,570.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.2% |
| 7D | -2.1% | -1.5% | -0.6% | -1.2% |
| 30D | -6.5% | -5.6% | -0.9% | -3.1% |
| 3M | +4.6% | +7.9% | -3.3% | -1.4% |
| 6M | +5.4% | +6.0% | -0.6% | -0.6% |
| YTD | -11.1% | +16.4% | -27.6% | -21.8% |
| 1Y | -0.3% | +16.6% | -16.9% | -12.9% |
| 3Y | +111.6% | +62.9% | +48.7% | +44.7% |
| 5Y | +117.6% | +60.1% | +57.5% | +48.6% |
| 10Y | +474.1% | +268.7% | +205.4% | +122.6% |
| All | +6,610.0% | +4,039.8% | +2,570.2% | +514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling