+464.9%
AXP vs GM
+224.8%
+240.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | -4.3% | -1.8% | -2.5% | -3.6% |
| 3M | +4.7% | +2.6% | +2.1% | +2.7% |
| 6M | +9.0% | +14.6% | -5.6% | +0.5% |
| YTD | -11.1% | +6.2% | -17.3% | -15.3% |
| 1Y | +1.3% | +48.7% | -47.4% | -19.3% |
| 3Y | +114.5% | +168.3% | -53.8% | +19.0% |
| 5Y | +118.0% | +82.8% | +35.3% | +41.8% |
| 10Y | +464.9% | +226.2% | +238.7% | +132.0% |
| All | +464.9% | +224.8% | +240.1% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling