-6.7%
AXP vs LYB
+47.4%
-54.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +6.9% | +1.9% |
| 7D | +4.6% | -6.2% | +10.8% | +4.2% |
| 30D | +9.7% | +6.3% | +3.4% | +10.0% |
| 3M | -3.8% | +4.1% | -7.9% | -3.6% |
| 6M | +4.8% | -15.5% | +20.3% | +4.9% |
| YTD | -9.1% | +50.2% | -59.3% | -16.7% |
| 1Y | -6.7% | +50.6% | -57.3% | -15.0% |
| All | -6.7% | +47.4% | -54.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling