-10.9%
AXP vs GM
+27.4%
-38.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.0% | -0.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +5.2% | +8.4% | -3.1% | +2.8% |
| 3M | -4.6% | +2.6% | -7.2% | -5.4% |
| 6M | +3.2% | +14.3% | -11.0% | -1.9% |
| YTD | -11.3% | +11.0% | -22.3% | -15.3% |
| All | -10.9% | +27.4% | -38.2% | -25.4% |
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