+95.6%
AXP vs M
-6.1%
+101.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -0.9% |
| 7D | +0.4% | -2.1% | +2.5% | +0.9% |
| 30D | +7.0% | +7.7% | -0.7% | +5.0% |
| 3M | -6.6% | -4.4% | -2.2% | -5.9% |
| 6M | +3.5% | +27.5% | -24.1% | -3.3% |
| YTD | -11.2% | +12.8% | -23.9% | -14.8% |
| 1Y | -10.2% | +20.7% | -30.9% | -15.4% |
| 3Y | +120.0% | +111.3% | +8.8% | +69.8% |
| 5Y | +95.6% | -6.3% | +101.9% | +70.9% |
| All | +95.6% | -6.1% | +101.7% | +70.9% |
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 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