+465.4%
AXP vs ROK
+347.3%
+118.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.8% |
| 7D | -2.1% | +0.7% | -2.8% | -2.5% |
| 30D | -6.5% | -3.3% | -3.2% | -4.9% |
| 3M | +4.6% | -5.9% | +10.5% | +7.2% |
| 6M | +5.4% | +13.9% | -8.4% | -4.0% |
| YTD | -11.1% | +12.6% | -23.7% | -19.0% |
| 1Y | -0.3% | +28.6% | -28.9% | -16.1% |
| 3Y | +111.6% | +45.1% | +66.5% | +58.2% |
| 5Y | +117.6% | +45.6% | +72.0% | +56.2% |
| All | +465.4% | +347.3% | +118.2% | +104.7% |
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