-10.9%
AXP vs M
+25.7%
-36.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | -1.0% |
| 7D | -1.1% | +2.5% | -3.7% | -1.9% |
| 30D | +5.2% | +10.1% | -4.8% | +2.6% |
| 3M | -4.6% | -0.9% | -3.6% | -4.7% |
| 6M | +3.2% | +30.2% | -26.9% | -4.7% |
| YTD | -11.3% | +16.3% | -27.6% | -14.6% |
| All | -10.9% | +25.7% | -36.5% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling