+6,763.5%
AXP vs RF
+1,462.6%
+5,300.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | +4.6% | +2.3% | +2.4% | +3.6% |
| 30D | +9.7% | +7.2% | +2.5% | +6.3% |
| 3M | -3.8% | -8.2% | +4.4% | 0.0% |
| 6M | +4.8% | +7.0% | -2.2% | +1.5% |
| YTD | -9.1% | +10.3% | -19.4% | -13.1% |
| 1Y | -6.7% | +25.1% | -31.8% | -15.8% |
| 3Y | +125.2% | +110.3% | +14.9% | +60.2% |
| 5Y | +105.0% | +47.1% | +57.9% | +69.0% |
| 10Y | +481.5% | +297.9% | +183.5% | +202.9% |
| All | +6,763.5% | +1,462.6% | +5,300.9% | +1,134.9% |
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