+469.1%
AXP vs P
+732.0%
-262.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -2.1% | +6.5% | -8.7% | -3.5% |
| 30D | -6.5% | +18.8% | -25.4% | -10.7% |
| 3M | +4.6% | +26.7% | -22.1% | -2.3% |
| 6M | +5.4% | +62.2% | -56.8% | -8.5% |
| YTD | -11.1% | +48.5% | -59.6% | -22.0% |
| 1Y | -0.3% | +26.4% | -26.7% | -11.2% |
| 3Y | +111.6% | +159.4% | -47.8% | +44.6% |
| 5Y | +117.6% | +275.8% | -158.2% | +29.8% |
| All | +469.1% | +732.0% | -262.9% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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