+117.0%
AXP vs LOW
+9.5%
+107.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.7% |
| 7D | -2.1% | -1.7% | -0.4% | -1.3% |
| 30D | -6.5% | -7.0% | +0.5% | -3.4% |
| 3M | +4.6% | -0.9% | +5.5% | +4.5% |
| 6M | +5.4% | -20.1% | +25.5% | +16.5% |
| YTD | -11.1% | -13.9% | +2.8% | -6.0% |
| 1Y | -0.3% | -21.1% | +20.8% | +10.1% |
| 3Y | +111.6% | -6.6% | +118.2% | +110.2% |
| All | +117.0% | +9.5% | +107.5% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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