+89.6%
AXP vs MAR
+173.3%
-83.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -1.9% |
| 7D | -0.6% | +2.9% | -3.5% | -2.3% |
| 30D | +5.0% | +17.0% | -12.1% | -4.7% |
| 3M | -4.2% | +23.2% | -27.4% | -15.9% |
| 6M | +2.9% | +21.7% | -18.8% | -9.9% |
| YTD | -11.6% | +38.9% | -50.4% | -29.4% |
| 1Y | -11.1% | +48.7% | -59.7% | -32.2% |
| 3Y | +116.7% | +122.9% | -6.2% | +25.3% |
| 5Y | +89.6% | +177.5% | -87.9% | -8.5% |
| All | +89.6% | +173.3% | -83.6% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling