+467.1%
AXP vs NYT
+465.6%
+1.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | -2.5% | -1.6% | -0.9% | -2.0% |
| 30D | -5.0% | +2.8% | -7.8% | -5.9% |
| 3M | +1.4% | -9.2% | +10.6% | +3.7% |
| 6M | +6.0% | -17.1% | +23.1% | +11.2% |
| YTD | -12.3% | -3.2% | -9.1% | -12.6% |
| 1Y | +0.3% | +15.7% | -15.4% | -5.8% |
| 3Y | +111.7% | +55.7% | +55.9% | +77.6% |
| 5Y | +114.5% | +39.4% | +75.2% | +80.3% |
| 10Y | +467.1% | +485.6% | -18.5% | +236.5% |
| All | +467.1% | +465.6% | +1.5% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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