-10.2%
AXP vs PL
-11.4%
+1.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.1% | +7.8% | -1.9% |
| 7D | +0.4% | -20.5% | +20.9% | +1.2% |
| 30D | +7.0% | -38.8% | +45.8% | +8.9% |
| 3M | -6.6% | -49.1% | +42.5% | -4.4% |
| 6M | +3.5% | -69.4% | +72.8% | +7.3% |
| YTD | -11.2% | -42.3% | +31.2% | -11.8% |
| 1Y | -10.2% | -14.2% | +4.0% | -14.1% |
| All | -10.2% | -11.4% | +1.3% | -14.1% |
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