+115.4%
AXP vs EQT
+35.5%
+79.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -6.5% | +7.7% | -14.2% | -7.9% |
| 3M | +4.6% | +0.2% | +4.5% | +4.5% |
| 6M | +5.4% | -9.5% | +14.9% | +7.2% |
| YTD | -11.1% | +3.8% | -15.0% | -12.7% |
| 1Y | -0.3% | +7.8% | -8.1% | -3.4% |
| All | +115.4% | +35.5% | +79.9% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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