-11.2%
AXP vs HWM
+0.1%
-11.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.5% |
| 7D | +0.6% | +3.3% | -2.7% | +0.1% |
| 30D | +5.8% | -7.6% | +13.4% | +6.3% |
| 3M | -6.0% | -28.9% | +22.9% | -2.6% |
| 6M | +0.3% | -19.7% | +20.0% | +2.0% |
| YTD | -12.3% | +0.5% | -12.8% | -13.9% |
| 1Y | -11.2% | +0.3% | -11.5% | -12.2% |
| All | -11.2% | +0.1% | -11.3% | -12.2% |
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