+376.3%
AXP vs IR
+316.5%
+59.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -0.8% |
| 7D | +0.4% | +2.3% | -1.9% | -0.8% |
| 30D | +7.0% | +3.3% | +3.7% | +4.9% |
| 3M | -6.6% | -9.0% | +2.4% | -2.3% |
| 6M | +3.5% | +8.0% | -4.6% | -1.9% |
| YTD | -11.2% | +3.4% | -14.6% | -15.1% |
| 1Y | -10.2% | +4.5% | -14.7% | -14.6% |
| 3Y | +120.0% | +25.6% | +94.5% | +84.9% |
| 5Y | +95.6% | +43.8% | +51.8% | +49.8% |
| All | +376.3% | +316.5% | +59.8% | +133.8% |
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