+580.0%
AXP vs PSX
+1,118.1%
-538.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | -0.6% | -7.8% | +7.2% | +2.7% |
| 30D | +5.0% | -9.9% | +14.8% | +9.1% |
| 3M | -4.2% | +16.9% | -21.2% | -11.5% |
| 6M | +2.9% | +48.0% | -45.0% | -15.0% |
| YTD | -11.6% | +98.3% | -109.9% | -37.0% |
| 1Y | -11.1% | +86.2% | -97.3% | -35.0% |
| 3Y | +116.7% | +144.0% | -27.2% | +36.5% |
| 5Y | +89.6% | +287.7% | -198.1% | -8.7% |
| 10Y | +428.4% | +338.3% | +90.1% | +115.5% |
| All | +580.0% | +1,118.1% | -538.1% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling