+407.0%
AXP vs M
-7.1%
+414.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.1% | +7.0% | -7.1% | -1.9% |
| 30D | +4.4% | +8.9% | -4.5% | +1.9% |
| 3M | -6.4% | +4.5% | -10.9% | -7.9% |
| 6M | +4.2% | +36.2% | -32.0% | -4.9% |
| YTD | -12.4% | +15.1% | -27.5% | -16.8% |
| 1Y | -11.1% | +27.4% | -38.6% | -18.0% |
| 3Y | +114.9% | +160.1% | -45.3% | +54.6% |
| 5Y | +87.4% | -1.6% | +89.0% | +64.0% |
| All | +407.0% | -7.1% | +414.1% | +196.1% |
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