+105.0%
AXP vs LIN
+70.5%
+34.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +0.6% |
| 7D | +4.6% | +3.3% | +1.3% | +2.6% |
| 30D | +9.7% | +8.8% | +1.0% | +4.3% |
| 3M | -3.8% | +8.6% | -12.4% | -8.6% |
| 6M | +4.8% | +7.0% | -2.2% | -0.2% |
| YTD | -9.1% | +24.3% | -33.4% | -22.6% |
| 1Y | -6.7% | +27.3% | -34.0% | -21.9% |
| 3Y | +125.2% | +38.9% | +86.3% | +75.9% |
| 5Y | +105.0% | +69.4% | +35.6% | +28.2% |
| All | +105.0% | +70.5% | +34.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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