+6,516.0%
AXP vs NYT
+837.8%
+5,678.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.1% |
| 7D | -0.1% | +6.5% | -6.6% | -2.4% |
| 30D | +4.4% | +8.4% | -4.0% | +1.3% |
| 3M | -6.4% | +13.9% | -20.4% | -11.1% |
| 6M | +4.2% | -4.8% | +9.0% | +4.5% |
| YTD | -12.4% | +6.2% | -18.5% | -15.9% |
| 1Y | -11.1% | +14.3% | -25.4% | -16.9% |
| 3Y | +114.9% | +73.6% | +41.3% | +69.7% |
| 5Y | +87.4% | +60.6% | +26.8% | +48.0% |
| 10Y | +420.8% | +550.8% | -130.0% | +129.9% |
| All | +6,516.0% | +837.8% | +5,678.2% | +1,984.6% |
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