-13.7%
AXP vs REPL
+142.3%
-156.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | -2.1% | +9.8% | -11.9% | -2.1% |
| 30D | +2.7% | +81.5% | -78.8% | +3.0% |
| 3M | -7.3% | +44.2% | -51.5% | -7.1% |
| 6M | +1.8% | +437.4% | -435.6% | +4.0% |
| YTD | -13.1% | +126.1% | -139.2% | -11.5% |
| 1Y | -13.7% | +143.1% | -156.9% | -13.3% |
| All | -13.7% | +142.3% | -156.1% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling