+89.6%
AXP vs PSX
+274.8%
-185.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.6% | -13.1% | +13.7% | +4.8% |
| 30D | +5.8% | -9.5% | +15.4% | +8.6% |
| 3M | -6.0% | +20.2% | -26.2% | -12.2% |
| 6M | +0.3% | +44.9% | -44.6% | -12.5% |
| YTD | -12.3% | +94.4% | -106.7% | -32.2% |
| 1Y | -11.2% | +83.1% | -94.3% | -29.9% |
| 3Y | +117.0% | +132.2% | -15.1% | +53.4% |
| All | +89.6% | +274.8% | -185.3% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 5y: compounded portfolio wealth divided by compounded PSX 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…
5y analysis · Full analysis span regression · 6 months rolling