-6.7%
AXP vs ROK
+25.3%
-32.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.3% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +9.7% | -2.5% | +12.2% | +10.4% |
| 3M | -3.8% | 0.0% | -3.8% | -3.9% |
| 6M | +4.8% | +11.6% | -6.8% | -0.4% |
| YTD | -9.1% | +15.2% | -24.3% | -16.0% |
| 1Y | -6.7% | +25.0% | -31.7% | -17.6% |
| All | -6.7% | +25.3% | -32.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling