+118.0%
AXP vs EQT
+185.3%
-67.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | -4.3% | +6.6% | -11.0% | -5.6% |
| 3M | +4.7% | +4.4% | +0.3% | +3.5% |
| 6M | +9.0% | -10.5% | +19.5% | +11.0% |
| YTD | -11.1% | +3.7% | -14.9% | -12.7% |
| 1Y | +1.3% | +9.9% | -8.6% | -2.1% |
| 3Y | +114.5% | +35.4% | +79.1% | +94.3% |
| 5Y | +118.0% | +189.2% | -71.1% | +76.2% |
| All | +118.0% | +185.3% | -67.2% | +76.2% |
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