+407.0%
AXP vs MKTX
+12.8%
+394.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | +4.4% | +0.9% | +3.5% | +4.3% |
| 3M | -6.4% | +2.6% | -9.0% | -6.8% |
| 6M | +4.2% | +20.4% | -16.3% | +0.1% |
| YTD | -12.4% | -7.1% | -5.3% | -11.9% |
| 1Y | -11.1% | -2.8% | -8.4% | -11.5% |
| 3Y | +114.9% | -21.7% | +136.6% | +117.0% |
| 5Y | +87.4% | -54.5% | +141.9% | +108.6% |
| All | +407.0% | +12.8% | +394.2% | +318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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