+10,133.9%
AXP vs M
+458.3%
+9,675.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.6% | -5.4% | -0.4% |
| 7D | +4.6% | +8.3% | -3.6% | +1.8% |
| 30D | +9.7% | +14.2% | -4.4% | +4.7% |
| 3M | -3.8% | -1.1% | -2.7% | -3.9% |
| 6M | +4.8% | +36.6% | -31.8% | -7.0% |
| YTD | -9.1% | +19.8% | -28.9% | -16.2% |
| 1Y | -6.7% | +37.2% | -43.9% | -18.2% |
| 3Y | +125.2% | +124.5% | +0.7% | +53.3% |
| 5Y | +105.0% | +1.5% | +103.5% | +67.9% |
| 10Y | +481.5% | +7.8% | +473.6% | +248.0% |
| All | +10,133.9% | +458.3% | +9,675.6% | +2,784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling