-13.7%
AXP vs IR
+10.1%
-23.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.1% | +4.3% | -6.4% | -3.5% |
| 30D | +2.7% | +8.1% | -5.4% | -0.1% |
| 3M | -7.3% | +0.7% | -8.0% | -7.5% |
| 6M | +1.8% | +16.6% | -14.8% | -4.0% |
| YTD | -13.1% | +7.8% | -20.9% | -19.2% |
| 1Y | -13.7% | +9.9% | -23.6% | -21.4% |
| All | -13.7% | +10.1% | -23.8% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling