+1.3%
AXP vs GM
+48.9%
-47.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -4.3% | -1.8% | -2.5% | -3.9% |
| 3M | +4.7% | +2.6% | +2.1% | +3.6% |
| 6M | +9.0% | +14.6% | -5.6% | +3.6% |
| YTD | -11.1% | +6.2% | -17.3% | -13.5% |
| 1Y | +1.3% | +48.7% | -47.4% | -10.1% |
| All | +1.3% | +48.9% | -47.6% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling