+89.6%
AXP vs IT
-43.2%
+132.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.1% |
| 7D | +0.6% | -16.9% | +17.5% | +5.4% |
| 30D | +5.8% | +2.3% | +3.5% | +4.5% |
| 3M | -6.0% | +2.9% | -8.9% | -7.9% |
| 6M | +0.3% | +25.9% | -25.6% | -9.5% |
| YTD | -12.3% | -24.6% | +12.4% | -6.0% |
| 1Y | -11.2% | -16.0% | +4.8% | -9.1% |
| 3Y | +117.0% | -51.6% | +168.6% | +174.0% |
| All | +89.6% | -43.2% | +132.7% | +109.7% |
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