+91.7%
AXP vs EQT
+161.1%
-69.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.1% | -8.7% | +7.6% | +0.7% |
| 30D | +5.2% | -5.2% | +10.5% | +6.2% |
| 3M | -4.6% | -3.1% | -1.4% | -4.2% |
| 6M | +3.2% | -10.3% | +13.5% | +5.0% |
| YTD | -11.3% | -5.8% | -5.6% | -11.4% |
| 1Y | -11.0% | -12.9% | +1.9% | -9.5% |
| 3Y | +120.2% | +32.0% | +88.1% | +99.7% |
| 5Y | +91.7% | +164.6% | -72.9% | +58.9% |
| All | +91.7% | +161.1% | -69.4% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling