+261.8%
AXP vs REPL
+25.1%
+236.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.2% |
| 7D | +0.4% | +15.1% | -14.7% | -0.1% |
| 30D | +7.0% | +51.1% | -44.1% | +5.3% |
| 3M | -6.6% | +69.2% | -75.8% | -8.6% |
| 6M | +3.5% | +597.6% | -594.1% | -7.5% |
| YTD | -11.2% | +106.0% | -117.1% | -18.3% |
| 1Y | -10.2% | +133.3% | -143.5% | -18.0% |
| 3Y | +120.0% | +41.0% | +79.1% | +78.0% |
| 5Y | +95.6% | -40.1% | +135.7% | +68.9% |
| All | +261.8% | +25.1% | +236.7% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling