+89.6%
AXP vs IT
-43.9%
+133.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -0.6% | -7.5% | +6.9% | +1.5% |
| 30D | +5.0% | -1.2% | +6.1% | +4.7% |
| 3M | -4.2% | -2.2% | -2.0% | -4.8% |
| 6M | +2.9% | +19.1% | -16.1% | -5.3% |
| YTD | -11.6% | -25.1% | +13.5% | -5.1% |
| 1Y | -11.1% | -17.4% | +6.3% | -8.4% |
| 3Y | +116.7% | -54.1% | +170.8% | +180.9% |
| 5Y | +89.6% | -42.7% | +132.3% | +109.2% |
| All | +89.6% | -43.9% | +133.6% | +109.2% |
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