+6,610.0%
AXP vs EXPD
+30,859.1%
-24,249.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | -6.5% | +4.1% | -10.6% | -7.8% |
| 3M | +4.6% | +17.9% | -13.3% | -1.3% |
| 6M | +5.4% | +29.2% | -23.8% | -4.1% |
| YTD | -11.1% | +27.4% | -38.5% | -19.1% |
| 1Y | -0.3% | +56.8% | -57.1% | -15.8% |
| 3Y | +111.6% | +68.0% | +43.5% | +73.1% |
| 5Y | +117.6% | +61.9% | +55.7% | +77.9% |
| 10Y | +474.1% | +316.0% | +158.1% | +245.1% |
| All | +6,610.0% | +30,859.1% | -24,249.1% | +2,103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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