+440.3%
AXP vs ROK
+277.6%
+162.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | -0.9% |
| 7D | -1.1% | -11.5% | +10.4% | +4.9% |
| 30D | +5.2% | -10.0% | +15.2% | +10.4% |
| 3M | -4.6% | -11.4% | +6.9% | +0.8% |
| 6M | +3.2% | -13.7% | +16.9% | +9.4% |
| YTD | -11.3% | +1.0% | -12.4% | -15.3% |
| 1Y | -11.0% | +5.6% | -16.7% | -17.2% |
| 3Y | +120.2% | +59.1% | +61.1% | +52.6% |
| 5Y | +91.7% | +26.1% | +65.6% | +48.5% |
| 10Y | +440.3% | +266.4% | +173.9% | +113.2% |
| All | +440.3% | +277.6% | +162.7% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling