+407.0%
AXP vs IT
+90.0%
+317.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.1% | +1.1% | -1.2% | -0.6% |
| 30D | +4.4% | -1.8% | +6.3% | +4.3% |
| 3M | -6.4% | +4.8% | -11.2% | -9.9% |
| 6M | +4.2% | +33.0% | -28.9% | -12.8% |
| YTD | -12.4% | -23.8% | +11.5% | -7.1% |
| 1Y | -11.1% | -16.5% | +5.4% | -10.1% |
| 3Y | +114.9% | -53.6% | +168.5% | +181.0% |
| 5Y | +87.4% | -42.1% | +129.5% | +108.9% |
| All | +407.0% | +90.0% | +317.0% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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