+370.5%
AXP vs IR
+322.3%
+48.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.0% |
| 7D | +0.6% | +3.7% | -3.1% | -1.3% |
| 30D | +5.8% | +7.4% | -1.6% | +1.6% |
| 3M | -6.0% | -5.9% | -0.1% | -3.5% |
| 6M | +0.3% | +5.6% | -5.3% | -3.7% |
| YTD | -12.3% | +4.8% | -17.1% | -16.7% |
| 1Y | -11.2% | +6.9% | -18.2% | -16.7% |
| 3Y | +117.0% | +27.6% | +89.5% | +80.9% |
| 5Y | +93.2% | +45.8% | +47.4% | +46.9% |
| All | +370.5% | +322.3% | +48.2% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling