+95.6%
AXP vs EW
-13.6%
+109.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | +0.4% | +6.8% | -6.4% | -1.4% |
| 30D | +7.0% | +16.6% | -9.5% | +2.7% |
| 3M | -6.6% | +13.3% | -19.9% | -9.8% |
| 6M | +3.5% | +21.6% | -18.1% | -2.1% |
| YTD | -11.2% | +18.3% | -29.4% | -15.5% |
| 1Y | -10.2% | +21.7% | -31.9% | -15.2% |
| 3Y | +120.0% | +50.3% | +69.7% | +85.0% |
| 5Y | +95.6% | -15.0% | +110.6% | +102.3% |
| All | +95.6% | -13.6% | +109.1% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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