+4,910.6%
AXP vs PAAS
+979.4%
+3,931.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.4% | -6.2% | +1.6% |
| 7D | +4.6% | -1.1% | +5.7% | +4.7% |
| 30D | +9.7% | -8.5% | +18.2% | +10.4% |
| 3M | -3.8% | -7.3% | +3.5% | -3.5% |
| 6M | +4.8% | -18.3% | +23.1% | +5.8% |
| YTD | -9.1% | -19.2% | +10.1% | -8.5% |
| 1Y | -6.7% | +26.1% | -32.8% | -9.3% |
| 3Y | +125.2% | +183.6% | -58.4% | +102.5% |
| 5Y | +105.0% | +81.2% | +23.8% | +88.1% |
| 10Y | +481.5% | +187.8% | +293.7% | +395.6% |
| All | +4,910.6% | +979.4% | +3,931.2% | +4,260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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