+111.1%
AXP vs PL
+454.1%
-343.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.0% |
| 7D | -2.1% | -9.3% | +7.2% | -1.3% |
| 30D | -6.5% | -18.9% | +12.4% | -4.9% |
| 3M | +4.6% | -58.4% | +63.0% | +11.9% |
| 6M | +5.4% | -30.3% | +35.7% | +5.9% |
| YTD | -11.1% | -8.1% | -3.0% | -13.8% |
| 1Y | -0.3% | +180.5% | -180.8% | -16.7% |
| All | +111.1% | +454.1% | -343.1% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling