+6,606.2%
AXP vs RF
+1,429.2%
+5,177.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.3% |
| 7D | +0.4% | -1.6% | +2.0% | +1.2% |
| 30D | +7.0% | +5.0% | +2.0% | +4.7% |
| 3M | -6.6% | -10.0% | +3.4% | -2.0% |
| 6M | +3.5% | +3.3% | +0.1% | +1.8% |
| YTD | -11.2% | +7.9% | -19.1% | -14.3% |
| 1Y | -10.2% | +21.2% | -31.4% | -17.7% |
| 3Y | +120.0% | +105.8% | +14.2% | +58.1% |
| 5Y | +95.6% | +43.7% | +51.8% | +62.9% |
| 10Y | +468.1% | +289.4% | +178.7% | +198.9% |
| All | +6,606.2% | +1,429.2% | +5,177.0% | +1,118.6% |
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