+89.6%
AXP vs MAR
+155.0%
-65.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.6% | +4.3% | -3.7% | -2.0% |
| 30D | +5.8% | +16.8% | -11.0% | -3.7% |
| 3M | -6.0% | +16.0% | -22.0% | -14.3% |
| 6M | +0.3% | +16.5% | -16.2% | -9.7% |
| YTD | -12.3% | +35.0% | -47.3% | -28.6% |
| 1Y | -11.2% | +49.4% | -60.6% | -32.6% |
| 3Y | +117.0% | +124.1% | -7.0% | +25.3% |
| All | +89.6% | +155.0% | -65.5% | -3.2% |
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