+124.9%
AXP vs RF
+110.0%
+14.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.2% |
| 7D | +4.6% | +2.3% | +2.4% | +3.1% |
| 30D | +9.7% | +7.2% | +2.5% | +4.8% |
| 3M | -3.8% | -8.2% | +4.4% | +1.6% |
| 6M | +4.8% | +7.0% | -2.2% | -0.1% |
| YTD | -9.1% | +10.3% | -19.4% | -15.0% |
| 1Y | -6.7% | +25.1% | -31.8% | -19.6% |
| All | +124.9% | +110.0% | +14.8% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling