+256.9%
AXP vs REPL
+36.8%
+220.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.1% | +1.2% | -1.4% | -0.2% |
| 30D | +4.4% | +92.2% | -87.7% | +1.9% |
| 3M | -6.4% | +44.1% | -50.5% | -7.8% |
| 6M | +4.2% | +313.0% | -308.9% | -4.2% |
| YTD | -12.4% | +125.2% | -137.6% | -19.7% |
| 1Y | -11.1% | +143.8% | -154.9% | -18.9% |
| 3Y | +114.9% | +104.2% | +10.7% | +67.9% |
| 5Y | +87.4% | -34.5% | +122.0% | +61.3% |
| All | +256.9% | +36.8% | +220.1% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling