+6,606.2%
AXP vs LOW
+39,521.6%
-32,915.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | +0.4% | +9.6% | -9.2% | -3.5% |
| 30D | +7.0% | +24.5% | -17.5% | -2.5% |
| 3M | -6.6% | +4.0% | -10.6% | -8.5% |
| 6M | +3.5% | +2.2% | +1.3% | +1.7% |
| YTD | -11.2% | -3.7% | -7.5% | -11.0% |
| 1Y | -10.2% | -0.9% | -9.3% | -11.2% |
| 3Y | +120.0% | +23.8% | +96.2% | +96.5% |
| 5Y | +95.6% | +6.6% | +89.0% | +83.4% |
| 10Y | +468.1% | +314.4% | +153.7% | +193.3% |
| All | +6,606.2% | +39,521.6% | -32,915.4% | +762.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling