+120.2%
AXP vs IT
-52.4%
+172.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | -1.1% | -18.8% | +17.7% | +2.6% |
| 30D | +5.2% | -0.1% | +5.3% | +4.9% |
| 3M | -4.6% | +2.9% | -7.5% | -5.8% |
| 6M | +3.2% | +20.4% | -17.2% | -2.4% |
| YTD | -11.3% | -24.3% | +12.9% | -5.3% |
| 1Y | -11.0% | -17.2% | +6.1% | -7.7% |
| 3Y | +120.2% | -52.4% | +172.6% | +202.2% |
| All | +120.2% | -52.4% | +172.5% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling