+440.3%
AXP vs IT
+96.9%
+343.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.8% |
| 7D | -1.1% | -18.8% | +17.7% | +6.8% |
| 30D | +5.2% | -0.1% | +5.3% | +4.3% |
| 3M | -4.6% | +2.9% | -7.5% | -7.6% |
| 6M | +3.2% | +20.4% | -17.2% | -9.6% |
| YTD | -11.3% | -24.3% | +12.9% | -5.8% |
| 1Y | -11.0% | -17.2% | +6.1% | -9.7% |
| 3Y | +120.2% | -52.4% | +172.6% | +183.4% |
| 5Y | +91.7% | -43.7% | +135.4% | +116.8% |
| 10Y | +440.3% | +90.3% | +350.0% | +188.0% |
| All | +440.3% | +96.9% | +343.4% | +188.0% |
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