-11.1%
AXP vs PM
+32.2%
-43.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | -0.6% | -6.6% | +6.0% | -0.5% |
| 30D | +5.0% | -3.4% | +8.4% | +5.1% |
| 3M | -4.2% | +5.3% | -9.6% | -4.1% |
| 6M | +2.9% | +15.5% | -12.6% | +3.1% |
| YTD | -11.6% | +24.3% | -35.8% | -12.4% |
| 1Y | -11.1% | +29.7% | -40.8% | -12.4% |
| All | -11.1% | +32.2% | -43.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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