+117.0%
AXP vs EXEL
+231.1%
-114.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +5.8% | +19.0% | -13.2% | +3.1% |
| 3M | -6.0% | +33.3% | -39.3% | -10.1% |
| 6M | +0.3% | +42.9% | -42.6% | -5.2% |
| YTD | -12.3% | +58.7% | -71.0% | -18.8% |
| 1Y | -11.2% | +70.5% | -81.8% | -18.8% |
| 3Y | +117.0% | +233.8% | -116.8% | +82.2% |
| All | +117.0% | +231.1% | -114.1% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling