+118.0%
AXP vs MKTX
-61.3%
+179.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -4.3% | +1.0% | -5.3% | -4.4% |
| 3M | +4.7% | +41.3% | -36.6% | +0.2% |
| 6M | +9.0% | -11.3% | +20.3% | +10.4% |
| YTD | -11.1% | -8.6% | -2.6% | -10.4% |
| 1Y | +1.3% | -11.1% | +12.3% | +2.4% |
| 3Y | +114.5% | -24.5% | +139.0% | +116.2% |
| 5Y | +118.0% | -61.4% | +179.5% | +134.4% |
| All | +118.0% | -61.3% | +179.3% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling