+448.7%
AXP vs M
-4.2%
+452.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | 0.0% |
| 7D | +0.6% | -4.3% | +4.9% | +1.6% |
| 30D | +5.8% | +1.3% | +4.6% | +5.3% |
| 3M | -6.0% | -7.4% | +1.4% | -4.5% |
| 6M | +0.3% | +18.3% | -18.0% | -5.0% |
| YTD | -12.3% | +7.6% | -19.8% | -15.2% |
| 1Y | -11.2% | +17.4% | -28.6% | -16.3% |
| 3Y | +117.0% | +108.4% | +8.7% | +65.6% |
| 5Y | +93.2% | -10.6% | +103.8% | +73.4% |
| All | +448.7% | -4.2% | +452.9% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling