+111.1%
AXP vs EQX
+178.7%
-67.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | -2.5% | +1.7% | -4.2% | -2.6% |
| 30D | -5.0% | +11.1% | -16.1% | -5.5% |
| 3M | +1.4% | +23.1% | -21.7% | +0.3% |
| 6M | +6.0% | -21.8% | +27.8% | +6.0% |
| YTD | -12.3% | -8.1% | -4.2% | -12.8% |
| 1Y | +0.3% | +29.7% | -29.4% | -1.5% |
| All | +111.1% | +178.7% | -67.6% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling