+6,610.0%
AXP vs NYT
+763.5%
+5,846.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | -6.5% | +2.7% | -9.3% | -7.5% |
| 3M | +4.6% | -10.3% | +15.0% | +7.8% |
| 6M | +5.4% | -16.6% | +22.0% | +11.0% |
| YTD | -11.1% | -2.3% | -8.9% | -11.7% |
| 1Y | -0.3% | +15.0% | -15.3% | -6.7% |
| 3Y | +111.6% | +57.1% | +54.4% | +73.5% |
| 5Y | +117.6% | +37.2% | +80.4% | +81.9% |
| 10Y | +474.1% | +464.3% | +9.8% | +167.8% |
| All | +6,610.0% | +763.5% | +5,846.5% | +2,087.3% |
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