+6,610.0%
AXP vs RF
+1,537.4%
+5,072.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | +1.3% | -3.4% | -2.7% |
| 30D | -6.5% | -3.6% | -2.9% | -5.0% |
| 3M | +4.6% | +8.1% | -3.4% | +0.9% |
| 6M | +5.4% | +11.5% | -6.0% | +0.1% |
| YTD | -11.1% | +15.6% | -26.7% | -16.9% |
| 1Y | -0.3% | +15.7% | -16.0% | -6.8% |
| 3Y | +111.6% | +86.9% | +24.7% | +57.9% |
| 5Y | +117.6% | +89.8% | +27.8% | +60.2% |
| 10Y | +474.1% | +344.7% | +129.4% | +185.0% |
| All | +6,610.0% | +1,537.4% | +5,072.6% | +1,081.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling