+6,592.6%
AXP vs EQT
+2,720.0%
+3,872.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -1.1% | -8.7% | +7.6% | +1.4% |
| 30D | +5.2% | -5.2% | +10.5% | +6.6% |
| 3M | -4.6% | -3.1% | -1.4% | -4.1% |
| 6M | +3.2% | -10.3% | +13.5% | +5.6% |
| YTD | -11.3% | -5.8% | -5.6% | -11.2% |
| 1Y | -11.0% | -12.9% | +1.9% | -9.1% |
| 3Y | +120.2% | +32.0% | +88.1% | +94.0% |
| 5Y | +91.7% | +164.6% | -72.9% | +29.4% |
| 10Y | +440.3% | +53.3% | +387.1% | +251.8% |
| All | +6,592.6% | +2,720.0% | +3,872.6% | +1,824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling