+985.6%
AXP vs EW
+7,719.3%
-6,733.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +0.9% |
| 7D | +4.6% | +8.3% | -3.7% | +2.2% |
| 30D | +9.7% | +13.9% | -4.2% | +5.6% |
| 3M | -3.8% | +10.9% | -14.7% | -6.9% |
| 6M | +4.8% | +19.2% | -14.4% | -0.9% |
| YTD | -9.1% | +16.6% | -25.6% | -13.7% |
| 1Y | -6.7% | +18.1% | -24.8% | -11.8% |
| 3Y | +125.2% | +48.2% | +77.1% | +91.1% |
| 5Y | +105.0% | -15.3% | +120.3% | +102.2% |
| 10Y | +481.5% | +232.6% | +248.9% | +285.5% |
| All | +985.6% | +7,719.3% | -6,733.7% | +222.1% |
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 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