+117.0%
AXP vs IT
-40.5%
+157.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +0.2% |
| 7D | -2.1% | -6.0% | +3.9% | -0.5% |
| 30D | -6.5% | 0.0% | -6.5% | -6.8% |
| 3M | +4.6% | +13.1% | -8.4% | -0.7% |
| 6M | +5.4% | +11.7% | -6.3% | -0.5% |
| YTD | -11.1% | -26.1% | +15.0% | -3.5% |
| 1Y | -0.3% | -21.3% | +20.9% | +4.6% |
| 3Y | +111.6% | -46.7% | +158.3% | +154.1% |
| All | +117.0% | -40.5% | +157.5% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling