+828.7%
AXP vs MKTX
+1,446.2%
-617.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -6.5% | +1.1% | -7.6% | -6.8% |
| 3M | +4.6% | +36.1% | -31.5% | -5.8% |
| 6M | +5.4% | -12.9% | +18.3% | +7.8% |
| YTD | -11.1% | -8.5% | -2.6% | -10.7% |
| 1Y | -0.3% | -7.5% | +7.2% | -0.5% |
| 3Y | +111.6% | -28.3% | +139.9% | +118.4% |
| 5Y | +117.6% | -63.3% | +180.9% | +167.9% |
| 10Y | +474.1% | +4.5% | +469.6% | +364.6% |
| All | +828.7% | +1,446.2% | -617.5% | +133.8% |
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