-11.1%
AXP vs REPL
+175.2%
-186.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -0.2% |
| 7D | -0.6% | +12.7% | -13.4% | -0.6% |
| 30D | +5.0% | +73.5% | -68.5% | +5.2% |
| 3M | -4.2% | +70.3% | -74.5% | -4.0% |
| 6M | +2.9% | +472.0% | -469.0% | +5.2% |
| YTD | -11.6% | +139.5% | -151.1% | -9.8% |
| 1Y | -11.1% | +167.3% | -178.4% | -13.7% |
| All | -11.1% | +175.2% | -186.3% | -13.7% |
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