+376.6%
AXP vs IR
+288.5%
+88.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.8% |
| 7D | -2.1% | -2.8% | +0.7% | -0.6% |
| 30D | -6.5% | -15.1% | +8.6% | +1.9% |
| 3M | +4.6% | +6.1% | -1.4% | +0.7% |
| 6M | +5.4% | -16.8% | +22.2% | +14.7% |
| YTD | -11.1% | -3.5% | -7.6% | -11.4% |
| 1Y | -0.3% | -3.5% | +3.2% | -0.9% |
| 3Y | +111.6% | +9.5% | +102.1% | +91.8% |
| 5Y | +117.6% | +45.1% | +72.5% | +66.4% |
| All | +376.6% | +288.5% | +88.1% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling