+117.0%
AXP vs RF
+89.8%
+27.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | +1.3% | -3.4% | -2.9% |
| 30D | -6.5% | -3.6% | -2.9% | -4.4% |
| 3M | +4.6% | +8.1% | -3.4% | -0.6% |
| 6M | +5.4% | +11.5% | -6.0% | -2.1% |
| YTD | -11.1% | +15.6% | -26.7% | -19.2% |
| 1Y | -0.3% | +15.7% | -16.0% | -9.6% |
| 3Y | +111.6% | +86.9% | +24.7% | +40.7% |
| All | +117.0% | +89.8% | +27.2% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling