+272.3%
AXP vs EQX
+176.1%
+96.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.1% | -10.5% | +10.4% | +0.6% |
| 30D | +4.4% | +0.2% | +4.3% | +4.3% |
| 3M | -6.4% | -7.9% | +1.5% | -6.2% |
| 6M | +4.2% | -28.6% | +32.8% | +5.9% |
| YTD | -12.4% | -26.3% | +13.9% | -11.7% |
| 1Y | -11.1% | -20.2% | +9.1% | -11.0% |
| 3Y | +114.9% | +131.1% | -16.2% | +93.9% |
| 5Y | +87.4% | +21.7% | +65.8% | +70.4% |
| All | +272.3% | +176.1% | +96.2% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling