+124.9%
AXP vs PL
+459.7%
-334.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.5% | +2.7% |
| 7D | +4.6% | -11.7% | +16.3% | +5.6% |
| 30D | +9.7% | -27.1% | +36.9% | +12.4% |
| 3M | -3.8% | -44.6% | +40.8% | +0.7% |
| 6M | +4.8% | -67.2% | +72.0% | +13.3% |
| YTD | -9.1% | -35.9% | +26.8% | -9.4% |
| 1Y | -6.7% | -0.4% | -6.3% | -12.0% |
| All | +124.9% | +459.7% | -334.9% | +59.0% |
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