+424.9%
AXP vs MAR
+541.3%
-116.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.9% | +1.0% | -3.9% | -3.5% |
| 30D | +3.7% | +16.2% | -12.5% | -5.5% |
| 3M | -4.9% | +23.1% | -28.0% | -16.5% |
| 6M | +4.1% | +22.0% | -17.9% | -9.0% |
| YTD | -11.7% | +39.2% | -50.8% | -29.3% |
| 1Y | -11.7% | +48.3% | -60.0% | -32.2% |
| 3Y | +116.5% | +123.4% | -6.9% | +27.2% |
| 5Y | +89.5% | +185.4% | -95.9% | -6.7% |
| 10Y | +424.9% | +539.2% | -114.3% | +61.7% |
| All | +424.9% | +541.3% | -116.4% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling