+6,567.8%
AXP vs NYT
+836.4%
+5,731.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.9% | +9.3% | -12.2% | -6.0% |
| 30D | +3.7% | +10.0% | -6.3% | +0.1% |
| 3M | -4.9% | +14.5% | -19.4% | -9.8% |
| 6M | +4.1% | -5.4% | +9.4% | +4.6% |
| YTD | -11.7% | +6.0% | -17.7% | -15.2% |
| 1Y | -11.7% | +16.7% | -28.5% | -18.2% |
| 3Y | +116.5% | +72.7% | +43.8% | +71.3% |
| 5Y | +89.5% | +59.8% | +29.7% | +49.9% |
| 10Y | +424.9% | +549.8% | -124.9% | +131.8% |
| All | +6,567.8% | +836.4% | +5,731.4% | +2,002.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling