+5,519.0%
AXP vs IT
+6,105.9%
-586.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 6M | +5.4% | +11.7% | -6.3% | -0.9% |
| YTD | -11.1% | -26.1% | +15.0% | -6.8% |
| 1Y | -0.3% | -21.3% | +20.9% | +2.0% |
| 3Y | +111.6% | -46.7% | +158.3% | +137.7% |
| 5Y | +117.6% | -40.5% | +158.1% | +135.0% |
| 10Y | +474.1% | +103.9% | +370.2% | +336.2% |
| All | +5,519.0% | +6,105.9% | -586.8% | +2,561.8% |
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