+117.0%
AXP vs LIN
+61.6%
+55.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.5% |
| 7D | -2.1% | -2.1% | 0.0% | -0.8% |
| 30D | -6.5% | -2.4% | -4.1% | -5.2% |
| 3M | +4.6% | -5.6% | +10.2% | +8.0% |
| 6M | +5.4% | -3.4% | +8.8% | +6.5% |
| YTD | -11.1% | +13.1% | -24.2% | -19.8% |
| 1Y | -0.3% | +2.5% | -2.8% | -3.8% |
| 3Y | +111.6% | +27.6% | +84.0% | +73.8% |
| All | +117.0% | +61.6% | +55.4% | +45.9% |
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