+449.8%
AXP vs HWM
+1,272.7%
-822.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.1% | +11.1% | -13.3% | -6.8% |
| 30D | +2.7% | +3.0% | -0.3% | +0.5% |
| 3M | -7.3% | -20.7% | +13.4% | +1.3% |
| 6M | +1.8% | -17.2% | +19.0% | +8.4% |
| YTD | -13.1% | +9.1% | -22.1% | -19.9% |
| 1Y | -13.7% | +9.0% | -22.8% | -20.6% |
| 3Y | +113.1% | +353.8% | -240.7% | -5.2% |
| 5Y | +85.9% | +608.0% | -522.1% | -33.8% |
| 10Y | +416.7% | +1,510.3% | -1,093.6% | +20.7% |
| All | +449.8% | +1,272.7% | -822.9% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling