+119.7%
AXP vs M
+110.5%
+9.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -1.0% |
| 7D | +0.4% | -2.1% | +2.5% | +0.8% |
| 30D | +7.0% | +7.7% | -0.7% | +5.2% |
| 3M | -6.6% | -4.4% | -2.2% | -6.0% |
| 6M | +3.5% | +27.5% | -24.1% | -2.6% |
| YTD | -11.2% | +12.8% | -23.9% | -14.3% |
| 1Y | -10.2% | +20.7% | -30.9% | -14.8% |
| All | +119.7% | +110.5% | +9.2% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling