+89.6%
AXP vs P
+247.4%
-157.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.8% |
| 7D | +0.6% | -23.8% | +24.4% | +4.6% |
| 30D | +5.8% | -36.6% | +42.5% | +13.0% |
| 3M | -6.0% | +10.9% | -16.9% | -9.6% |
| 6M | +0.3% | +30.0% | -29.7% | -7.8% |
| YTD | -12.3% | +44.4% | -56.6% | -21.8% |
| 1Y | -11.2% | +3.9% | -15.2% | -16.7% |
| 3Y | +117.0% | +176.6% | -59.6% | +46.5% |
| All | +89.6% | +247.4% | -157.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling