+789.1%
AXP vs LYB
+622.7%
+166.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.5% | +8.7% | -15.3% | -10.0% |
| 3M | +4.6% | -3.0% | +7.7% | +4.9% |
| 6M | +5.4% | +4.7% | +0.7% | -0.4% |
| YTD | -11.1% | +51.6% | -62.7% | -29.1% |
| 1Y | -0.3% | +24.4% | -24.7% | -14.2% |
| 3Y | +111.6% | -23.5% | +135.0% | +120.0% |
| 5Y | +117.6% | -6.5% | +124.1% | +104.9% |
| 10Y | +474.1% | +40.5% | +433.7% | +329.5% |
| All | +789.1% | +622.7% | +166.5% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling