+86.1%
AXP vs EXEL
+281.2%
-195.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | +4.4% | +13.1% | -8.7% | +2.0% |
| 3M | -6.4% | +36.3% | -42.8% | -12.0% |
| 6M | +4.2% | +34.5% | -30.4% | -2.0% |
| YTD | -12.4% | +57.4% | -69.8% | -20.6% |
| 1Y | -11.1% | +62.9% | -74.0% | -20.1% |
| 3Y | +114.9% | +229.5% | -114.6% | +59.9% |
| All | +86.1% | +281.2% | -195.1% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling