-11.2%
AXP vs PL
-3.5%
-7.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -1.6% |
| 7D | +0.6% | -6.8% | +7.4% | +0.8% |
| 30D | +5.8% | -29.3% | +35.1% | +7.1% |
| 3M | -6.0% | -44.8% | +38.7% | -4.1% |
| 6M | +0.3% | -68.4% | +68.7% | +4.0% |
| YTD | -12.3% | -36.4% | +24.1% | -13.3% |
| 1Y | -11.2% | +0.7% | -12.0% | -16.4% |
| All | -11.2% | -3.5% | -7.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling