+961.3%
AXP vs EW
+6,974.1%
-6,012.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -6.5% | +1.0% | -7.6% | -6.9% |
| 3M | +4.6% | +2.8% | +1.8% | +3.7% |
| 6M | +5.4% | +5.5% | -0.1% | +3.4% |
| YTD | -11.1% | +5.5% | -16.6% | -12.9% |
| 1Y | -0.3% | +11.0% | -11.3% | -3.9% |
| 3Y | +111.6% | +17.7% | +93.9% | +92.4% |
| 5Y | +117.6% | -25.7% | +143.3% | +123.3% |
| 10Y | +474.1% | +132.8% | +341.3% | +317.2% |
| All | +961.3% | +6,974.1% | -6,012.8% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling