+1,091.3%
AXP vs EXEL
+334.5%
+756.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.4% |
| 7D | +0.4% | +3.8% | -3.4% | -0.3% |
| 30D | +7.0% | +17.8% | -10.8% | +4.2% |
| 3M | -6.6% | +21.2% | -27.8% | -9.7% |
| 6M | +3.5% | +54.7% | -51.2% | -4.1% |
| YTD | -11.2% | +56.8% | -67.9% | -18.1% |
| 1Y | -10.2% | +70.2% | -80.4% | -18.3% |
| 3Y | +120.0% | +227.2% | -107.1% | +76.6% |
| 5Y | +95.6% | +254.9% | -159.3% | +53.0% |
| 10Y | +468.1% | +476.9% | -8.8% | +280.4% |
| All | +1,091.3% | +334.5% | +756.8% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling