-11.2%
AXP vs IT
-20.0%
+8.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.8% |
| 7D | +0.6% | -16.9% | +17.5% | +2.3% |
| 30D | +5.8% | +2.3% | +3.5% | +5.5% |
| 3M | -6.0% | +2.9% | -8.9% | -6.5% |
| 6M | +0.3% | +25.9% | -25.6% | -2.6% |
| YTD | -12.3% | -24.6% | +12.4% | -6.3% |
| 1Y | -11.2% | -16.0% | +4.8% | -10.2% |
| All | -11.2% | -20.0% | +8.8% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling