+816.8%
AXP vs MKTX
+1,467.1%
-650.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +5.8% | +0.9% | +5.0% | +5.6% |
| 3M | -6.0% | +2.3% | -8.3% | -6.6% |
| 6M | +0.3% | +12.4% | -12.1% | -4.6% |
| YTD | -12.3% | -7.3% | -5.0% | -12.1% |
| 1Y | -11.2% | +1.8% | -13.1% | -13.7% |
| 3Y | +117.0% | -21.2% | +138.2% | +118.6% |
| 5Y | +93.2% | -54.6% | +147.7% | +122.7% |
| 10Y | +461.2% | +21.5% | +439.7% | +332.8% |
| All | +816.8% | +1,467.1% | -650.3% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling