+89.6%
AXP vs M
-11.5%
+101.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.1% |
| 7D | +0.6% | -4.3% | +4.9% | +1.6% |
| 30D | +5.8% | +1.3% | +4.6% | +5.4% |
| 3M | -6.0% | -7.4% | +1.4% | -4.6% |
| 6M | +0.3% | +18.3% | -18.0% | -4.6% |
| YTD | -12.3% | +7.6% | -19.8% | -14.9% |
| 1Y | -11.2% | +17.4% | -28.6% | -15.8% |
| 3Y | +117.0% | +108.4% | +8.7% | +67.9% |
| All | +89.6% | -11.5% | +101.0% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling