+88.9%
AXP vs LOW
+9.1%
+79.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.9% | +1.0% | -3.8% | -3.3% |
| 30D | +3.7% | +25.6% | -21.9% | -6.9% |
| 3M | -4.9% | +5.3% | -10.2% | -7.5% |
| 6M | +4.1% | +3.7% | +0.3% | +1.5% |
| YTD | -11.7% | -1.9% | -9.8% | -12.3% |
| 1Y | -11.7% | +0.6% | -12.3% | -13.6% |
| 3Y | +116.5% | +26.4% | +90.1% | +84.6% |
| All | +88.9% | +9.1% | +79.8% | +61.7% |
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