+117.0%
AXP vs REPL
-54.3%
+171.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -2.1% | -3.0% | +0.9% | -2.1% |
| 30D | -6.5% | +27.1% | -33.7% | -6.9% |
| 3M | +4.6% | +52.4% | -47.7% | +3.5% |
| 6M | +5.4% | +107.4% | -102.0% | +2.3% |
| YTD | -11.1% | +54.7% | -65.9% | -13.2% |
| 1Y | -0.3% | +158.9% | -159.2% | -5.3% |
| 3Y | +111.6% | -23.7% | +135.3% | +102.7% |
| All | +117.0% | -54.3% | +171.3% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling