-6.7%
AXP vs EXEL
+92.4%
-99.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +4.6% | +9.8% | -5.2% | +3.5% |
| 30D | +9.7% | +23.6% | -13.9% | +7.1% |
| 3M | -3.8% | +29.9% | -33.7% | -6.7% |
| 6M | +4.8% | +64.7% | -59.9% | -1.6% |
| YTD | -9.1% | +66.0% | -75.1% | -15.3% |
| 1Y | -6.7% | +92.0% | -98.7% | -16.4% |
| All | -6.7% | +92.4% | -99.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling