-10.9%
AXP vs IR
+11.6%
-22.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | -0.5% |
| 7D | -1.1% | +5.0% | -6.1% | -2.7% |
| 30D | +5.2% | +10.3% | -5.1% | +1.8% |
| 3M | -4.6% | -0.1% | -4.5% | -4.5% |
| 6M | +3.2% | +14.8% | -11.5% | -2.1% |
| YTD | -11.3% | +9.7% | -21.1% | -18.1% |
| All | -10.9% | +11.6% | -22.4% | -19.6% |
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