+89.6%
AXP vs EW
-14.5%
+104.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.6% |
| 7D | +0.6% | +11.0% | -10.4% | -2.2% |
| 30D | +5.8% | +19.1% | -13.2% | +1.0% |
| 3M | -6.0% | +14.4% | -20.4% | -9.5% |
| 6M | +0.3% | +22.8% | -22.5% | -5.3% |
| YTD | -12.3% | +19.8% | -32.1% | -16.8% |
| 1Y | -11.2% | +23.9% | -35.1% | -16.6% |
| 3Y | +117.0% | +52.2% | +64.8% | +81.8% |
| All | +89.6% | -14.5% | +104.0% | +97.1% |
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