+120.2%
AXP vs EXEL
+244.2%
-124.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.6% |
| 7D | -1.1% | +2.3% | -3.4% | -1.5% |
| 30D | +5.2% | +19.8% | -14.6% | +2.4% |
| 3M | -4.6% | +32.7% | -37.3% | -8.6% |
| 6M | +3.2% | +49.0% | -45.7% | -3.1% |
| YTD | -11.3% | +63.7% | -75.0% | -18.3% |
| 1Y | -11.0% | +75.8% | -86.8% | -19.0% |
| 3Y | +120.2% | +241.3% | -121.1% | +83.5% |
| All | +120.2% | +244.2% | -124.1% | +83.5% |
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