+5,515.8%
AXP vs IT
+6,493.7%
-977.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.0% |
| 7D | +0.4% | -12.0% | +12.4% | +3.7% |
| 30D | +7.0% | +7.1% | -0.1% | +4.4% |
| 3M | -6.6% | +6.3% | -12.8% | -9.3% |
| 6M | +3.5% | +32.5% | -29.0% | -7.9% |
| YTD | -11.2% | -21.5% | +10.3% | -9.3% |
| 1Y | -10.2% | -16.5% | +6.3% | -10.0% |
| 3Y | +120.0% | -48.8% | +168.8% | +148.9% |
| 5Y | +95.6% | -40.2% | +135.8% | +109.4% |
| 10Y | +468.1% | +112.1% | +356.0% | +323.5% |
| All | +5,515.8% | +6,493.7% | -977.9% | +2,491.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling