+9,905.1%
AXP vs M
+396.5%
+9,508.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.0% |
| 7D | -2.1% | +4.7% | -6.8% | -3.7% |
| 30D | -6.5% | -9.6% | +3.1% | -3.4% |
| 3M | +4.6% | +0.9% | +3.8% | +3.7% |
| 6M | +5.4% | +22.3% | -16.8% | -2.7% |
| YTD | -11.1% | +6.5% | -17.6% | -14.4% |
| 1Y | -0.3% | +38.8% | -39.1% | -12.8% |
| 3Y | +111.6% | +115.9% | -4.3% | +46.0% |
| 5Y | +117.6% | +28.6% | +88.9% | +61.5% |
| 10Y | +474.1% | -2.5% | +476.7% | +256.1% |
| All | +9,905.1% | +396.5% | +9,508.6% | +2,847.2% |
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