+455.5%
AXP vs RF
+280.8%
+174.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -0.9% |
| 7D | +0.4% | -1.6% | +2.0% | +1.5% |
| 30D | +7.0% | +5.0% | +2.0% | +3.7% |
| 3M | -6.6% | -10.0% | +3.4% | -0.2% |
| 6M | +3.5% | +3.3% | +0.1% | +1.0% |
| YTD | -11.2% | +7.9% | -19.1% | -15.8% |
| 1Y | -10.2% | +21.2% | -31.4% | -20.9% |
| 3Y | +120.0% | +105.8% | +14.2% | +36.3% |
| 5Y | +95.6% | +43.7% | +51.8% | +47.8% |
| All | +455.5% | +280.8% | +174.7% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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