+117.0%
AXP vs GM
+88.8%
+28.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -2.1% | +1.9% | -4.1% | -2.9% |
| 30D | -6.5% | -1.4% | -5.2% | -6.1% |
| 3M | +4.6% | +5.9% | -1.3% | +1.7% |
| 6M | +5.4% | +12.4% | -7.0% | -0.5% |
| YTD | -11.1% | +8.6% | -19.8% | -15.3% |
| 1Y | -0.3% | +52.6% | -52.9% | -18.3% |
| 3Y | +111.6% | +169.7% | -58.1% | +28.9% |
| All | +117.0% | +88.8% | +28.2% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling