-0.3%
AXP vs HWM
+48.6%
-48.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.1% | -2.1% | 0.0% | -1.8% |
| 30D | -6.5% | -11.0% | +4.4% | -5.0% |
| 3M | +4.6% | +4.0% | +0.6% | +4.1% |
| 6M | +5.4% | -0.2% | +5.6% | +4.6% |
| YTD | -11.1% | +26.7% | -37.8% | -14.6% |
| 1Y | -0.3% | +44.7% | -45.0% | -5.4% |
| All | -0.3% | +48.6% | -48.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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